IShares Govt (Germany) Performance
| EUN8 Etf | 155.65 0.70 0.45% |
The etf retains a Market Volatility (i.e., Beta) of 0.0188, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IShares Govt's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares Govt is expected to be smaller as well.
Risk-Adjusted Performance
8 of 100
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Compared to the overall equity markets, risk-adjusted returns on investments in iShares Govt Bond are ranked lower than 8 (%) of all global equities and portfolios over the last 90 days. 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
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IShares Govt Relative Risk vs. Return Landscape
If you would invest 15,162 in iShares Govt Bond on August 30, 2024 and sell it today you would earn a total of 403.00 from holding iShares Govt Bond or generate 2.66% return on investment over 90 days. iShares Govt Bond is generating 0.0412% of daily returns and assumes 0.4052% 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 |
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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 = 0.1016
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| Negative Returns | EUN8 |
Estimated Market Risk
| 0.41 actual daily | 3 97% of assets are more volatile |
Expected Return
| 0.04 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.1 actual daily | 8 92% of assets perform better |
Based on monthly moving average IShares Govt is performing at about 8% 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 Govt by adding it to a well-diversified portfolio.