Ishares Core (Brazil) Performance
| BIEU39 Etf | 56.88 0.06 0.11% |
The etf retains a Market Volatility (i.e., Beta) of -0.0508, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Ishares Core are expected to decrease at a much lower rate. During the bear market, Ishares Core is likely to outperform the market.
Risk-Adjusted Performance
4 of 100
Weak | Strong |
Insignificant
Compared to the overall equity markets, risk-adjusted returns on investments in Ishares Core Msci are ranked lower than 4 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong technical and fundamental indicators, Ishares Core is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
Ishares |
Ishares Core Relative Risk vs. Return Landscape
If you would invest 5,478 in Ishares Core Msci on September 15, 2024 and sell it today you would earn a total of 210.00 from holding Ishares Core Msci or generate 3.83% return on investment over 90 days. Ishares Core Msci is generating 0.0698% of daily returns and assumes 1.3662% volatility on return distribution over the 90 days horizon. Simply put, 12% 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 Core Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ishares Core's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Ishares Core Msci, and traders can use it to determine the average amount a Ishares Core'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 = 0.0511
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | BIEU39 | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 1.37 actual daily | 12 88% of assets are more volatile |
Expected Return
| 0.07 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.05 actual daily | 4 96% of assets perform better |
Based on monthly moving average Ishares Core is performing at about 4% 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 Core by adding it to a well-diversified portfolio.