IShares China (Netherlands) Performance
| CGBI Etf | 4.99 0.01 0.20% |
The etf retains a Market Volatility (i.e., Beta) of -0.0257, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning IShares China are expected to decrease at a much lower rate. During the bear market, IShares China is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days iShares China CNY has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of comparatively stable basic indicators, IShares China is not utilizing all of its potentials. The newest stock price uproar, may contribute to short-horizon losses for the private investors. ...more
IShares |
IShares China Relative Risk vs. Return Landscape
If you would invest 500.00 in iShares China CNY on September 1, 2024 and sell it today you would lose (1.00) from holding iShares China CNY or give up 0.2% of portfolio value over 90 days. iShares China CNY is generating negative expected returns and assumes 0.2704% 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 China Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares China's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as iShares China CNY, and traders can use it to determine the average amount a IShares China'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 = -0.0099
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| Negative Returns | CGBI |
Estimated Market Risk
| 0.27 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 China 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 China by adding IShares China to a well-diversified portfolio.
| iShares China CNY generated a negative expected return over the last 90 days |