IShares Govt (Germany) Performance
| EUN8 Etf | 148.71 0.53 0.36% |
The etf retains a Market Volatility (i.e., Beta) of -0.0043, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning IShares Govt are expected to decrease at a much lower rate. During the bear market, IShares Govt is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days iShares Govt Bond has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of rather sound basic indicators, IShares Govt is not utilizing all of its potentials. The latest stock price tumult, may contribute to shorter-term losses for the shareholders. ...more
IShares |
IShares Govt Relative Risk vs. Return Landscape
If you would invest 15,106 in iShares Govt Bond on October 20, 2024 and sell it today you would lose (235.00) from holding iShares Govt Bond or give up 1.56% of portfolio value over 90 days. iShares Govt Bond is generating negative expected returns and assumes 0.4003% volatility on return distribution over the 90 days horizon. Simply put, 3% 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 Govt Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Govt's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as iShares Govt Bond, and traders can use it to determine the average amount a IShares Govt'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 = -0.0623
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| Negative Returns | EUN8 |
Estimated Market Risk
| 0.4 actual daily | 3 97% of assets are more volatile |
Expected Return
| -0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.06 actual daily | 0 Most of other assets perform better |
Based on monthly moving average IShares Govt 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 Govt by adding IShares Govt to a well-diversified portfolio.
| iShares Govt Bond generated a negative expected return over the last 90 days |