IShares Aggregate (Germany) Performance
| CBU2 Etf | 5.32 0.08 1.48% |
The etf retains a Market Volatility (i.e., Beta) of -0.0542, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning IShares Aggregate are expected to decrease at a much lower rate. During the bear market, IShares Aggregate is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days iShares Aggregate Bond has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of rather sound basic indicators, IShares Aggregate is not utilizing all of its potentials. The latest stock price tumult, may contribute to shorter-term losses for the shareholders. ...more
IShares |
IShares Aggregate Relative Risk vs. Return Landscape
If you would invest 533.00 in iShares Aggregate Bond on August 26, 2024 and sell it today you would lose (1.00) from holding iShares Aggregate Bond or give up 0.19% of portfolio value over 90 days. iShares Aggregate Bond is generating negative expected returns and assumes 0.305% volatility on return distribution over the 90 days horizon. Simply put, 2% 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 |
| Risk |
IShares Aggregate Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Aggregate's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as iShares Aggregate Bond, and traders can use it to determine the average amount a IShares Aggregate's 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 = -0.0078
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| Negative Returns | CBU2 |
Estimated Market Risk
| 0.31 actual daily | 2 98% of assets are more volatile |
Expected Return
| 0.0 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.01 actual daily | 0 Most of other assets perform better |
Based on monthly moving average IShares Aggregate is not performing at its full potential. However, 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 Aggregate by adding IShares Aggregate to a well-diversified portfolio.
| IShares Aggregate generated a negative expected return over the last 90 days |