IShares MSCI (Germany) Performance
| OM3L Etf | 10.18 0.03 0.30% |
The etf retains a Market Volatility (i.e., Beta) of 0.28, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IShares MSCI's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares MSCI is expected to be smaller as well.
Risk-Adjusted Performance
17 of 100
Weak | Strong |
Solid
Compared to the overall equity markets, risk-adjusted returns on investments in iShares MSCI USA are ranked lower than 17 (%) of all global equities and portfolios over the last 90 days. In spite of rather fragile essential indicators, IShares MSCI exhibited solid returns over the last few months and may actually be approaching a breakup point. ...more
IShares |
IShares MSCI Relative Risk vs. Return Landscape
If you would invest 896.00 in iShares MSCI USA on September 3, 2024 and sell it today you would earn a total of 122.00 from holding iShares MSCI USA or generate 13.62% return on investment over 90 days. iShares MSCI USA is generating 0.2004% of daily returns and assumes 0.8808% volatility on return distribution over the 90 days horizon. Simply put, 7% of etfs are less volatile than IShares, and 97% 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 MSCI Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares MSCI's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as iShares MSCI USA, and traders can use it to determine the average amount a IShares MSCI'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 = 0.2275
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Estimated Market Risk
| 0.88 actual daily | 7 93% of assets are more volatile |
Expected Return
| 0.2 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.23 actual daily | 17 83% of assets perform better |
Based on monthly moving average IShares MSCI is performing at about 17% 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 MSCI by adding it to a well-diversified portfolio.