IShares SP (Netherlands) Performance
| I50D Etf | 6.77 0.09 1.35% |
The etf retains a Market Volatility (i.e., Beta) of 0.13, which attests to not very significant fluctuations relative to the market. 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
Very Weak
Weak | Strong |
Over the last 90 days iShares SP 500 has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of comparatively stable basic indicators, IShares SP is not utilizing all of its potentials. The newest stock price uproar, may contribute to short-horizon losses for the private investors. ...more
IShares |
IShares SP Relative Risk vs. Return Landscape
If you would invest 674.00 in iShares SP 500 on November 28, 2024 and sell it today you would lose (6.00) from holding iShares SP 500 or give up 0.89% of portfolio value over 90 days. iShares SP 500 is generating negative expected returns and assumes 0.8193% volatility on return distribution over the 90 days horizon. Simply put, 7% 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 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 = -0.0136
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | I50D |
Estimated Market Risk
| 0.82 actual daily | 7 93% of assets are more volatile |
Expected Return
| -0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.01 actual daily | 0 Most of other assets perform better |
Based on monthly moving average IShares SP is not performing at its full potential. However, 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 IShares SP to a well-diversified portfolio.
| iShares SP 500 generated a negative expected return over the last 90 days |