Ishares Ibonds Dec Etf Performance
| IBTO Etf | 24.30 0.02 0.08% |
The etf retains a Market Volatility (i.e., Beta) of -0.0658, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning IShares IBonds are expected to decrease at a much lower rate. During the bear market, IShares IBonds is likely to outperform the market.
Risk-Adjusted Performance
Good
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in iShares iBonds Dec are ranked lower than 13 (%) of all global equities and portfolios over the last 90 days. In spite of very healthy basic indicators, IShares IBonds is not utilizing all of its potentials. The latest stock price disarray, may contribute to short-term losses for the investors. ...more
IShares |
IShares IBonds Relative Risk vs. Return Landscape
If you would invest 2,343 in iShares iBonds Dec on December 22, 2024 and sell it today you would earn a total of 87.00 from holding iShares iBonds Dec or generate 3.71% return on investment over 90 days. iShares iBonds Dec is currently generating 0.0614% in daily expected returns and assumes 0.3674% risk (volatility on return distribution) over the 90 days horizon. In different words, 3% of etfs are less volatile than IShares, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
| Risk |
IShares IBonds Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares IBonds' investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as iShares iBonds Dec, and traders can use it to determine the average amount a IShares IBonds' 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 = 0.1673
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | IBTO | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 0.37 actual daily | 3 97% of assets are more volatile |
Expected Return
| 0.06 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.17 actual daily | 13 87% of assets perform better |
Based on monthly moving average IShares IBonds is performing at about 13% 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 IBonds by adding it to a well-diversified portfolio.
About IShares IBonds Performance
By examining IShares IBonds' fundamental ratios, stakeholders can obtain critical insights into IShares IBonds' 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 IBonds 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 IBonds is entity of United States. It is traded as Etf on NASDAQ exchange.