Ishares Fundamental Hedged Etf Performance
| CLU Etf | 57.45 0.06 0.10% |
The etf retains a Market Volatility (i.e., Beta) of 0.37, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, IShares Fundamental's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares Fundamental is expected to be smaller as well.
Risk-Adjusted Performance
14 of 100
Weak | Strong |
Good
Compared to the overall equity markets, risk-adjusted returns on investments in iShares Fundamental Hedged are ranked lower than 14 (%) of all global equities and portfolios over the last 90 days. In spite of very unfluctuating basic indicators, IShares Fundamental may actually be approaching a critical reversion point that can send shares even higher in December 2024. ...more
IShares |
IShares Fundamental Relative Risk vs. Return Landscape
If you would invest 5,321 in iShares Fundamental Hedged on September 1, 2024 and sell it today you would earn a total of 424.00 from holding iShares Fundamental Hedged or generate 7.97% return on investment over 90 days. iShares Fundamental Hedged is generating 0.124% of daily returns and assumes 0.6757% 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 |
| Risk |
IShares Fundamental Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Fundamental's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as iShares Fundamental Hedged, and traders can use it to determine the average amount a IShares Fundamental'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 = 0.1835
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | CLU | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 0.68 actual daily | 6 94% of assets are more volatile |
Expected Return
| 0.12 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.18 actual daily | 14 86% of assets perform better |
Based on monthly moving average IShares Fundamental is performing at about 14% 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 Fundamental by adding it to a well-diversified portfolio.
About IShares Fundamental Performance
By examining IShares Fundamental's fundamental ratios, stakeholders can obtain critical insights into IShares Fundamental's financial health, operational efficiency, and overall profitability. These insights assist in making well-informed investment and management decisions. For example, a high Return on Assets and Return on Equity would indicate that IShares Fundamental is effectively utilizing its assets and equity to generate significant profits, enhancing its appeal to investors. On the other hand, low ROA and ROE values could reveal issues in asset and equity management, highlighting the need for operational improvements.
IShares Fundamental is entity of Canada. It is traded as Etf on NEO exchange.