IShares SP (Netherlands) Performance
| I50D Etf | 6.76 0.02 0.30% |
The etf retains a Market Volatility (i.e., Beta) of 0.38, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, IShares SP's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares SP 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 SP 500 are ranked lower than 11 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively uncertain basic indicators, IShares SP may actually be approaching a critical reversion point that can send shares even higher in December 2024. ...more
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IShares SP Relative Risk vs. Return Landscape
If you would invest 631.00 in iShares SP 500 on August 31, 2024 and sell it today you would earn a total of 45.00 from holding iShares SP 500 or generate 7.13% return on investment over 90 days. iShares SP 500 is generating 0.1087% of daily returns and assumes 0.7371% volatility on return distribution over the 90 days horizon. Simply put, 6% of etfs are less volatile than IShares, and 98% 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 SP Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares SP's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as iShares SP 500, and traders can use it to determine the average amount a IShares SP'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 = 0.1475
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Estimated Market Risk
| 0.74 actual daily | 6 94% of assets are more volatile |
Expected Return
| 0.11 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.15 actual daily | 11 89% of assets perform better |
Based on monthly moving average IShares SP 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 SP by adding it to a well-diversified portfolio.