IShares IBonds (France) Performance
| B26A Etf | 5.36 0.01 0.19% |
The etf retains a Market Volatility (i.e., Beta) of 0.0049, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IShares IBonds' returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares IBonds is expected to be smaller as well.
Risk-Adjusted Performance
11 of 100
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Compared to the overall equity markets, risk-adjusted returns on investments in iShares iBonds Dec are ranked lower than 11 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong basic indicators, IShares IBonds is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
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IShares IBonds Relative Risk vs. Return Landscape
If you would invest 530.00 in iShares iBonds Dec on September 20, 2024 and sell it today you would earn a total of 6.00 from holding iShares iBonds Dec or generate 1.13% return on investment over 90 days. iShares iBonds Dec is generating 0.0174% of daily returns and assumes 0.1228% volatility on return distribution over the 90 days horizon. Simply put, 1% of etfs are less volatile than IShares, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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IShares IBonds Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares IBonds' investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as iShares iBonds Dec, and traders can use it to determine the average amount a IShares IBonds' price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.1416
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| Negative Returns | B26A |
Estimated Market Risk
| 0.12 actual daily | 1 99% of assets are more volatile |
Expected Return
| 0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.14 actual daily | 11 89% of assets perform better |
Based on monthly moving average IShares IBonds is performing at about 11% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of IShares IBonds by adding it to a well-diversified portfolio.