BlackRock ESG (Netherlands) Performance
| MACU Etf | 5.30 0.05 0.93% |
The etf shows a Beta (market volatility) of -0.0236, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning BlackRock ESG are expected to decrease at a much lower rate. During the bear market, BlackRock ESG is likely to outperform the market.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days BlackRock ESG Multi Asset has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of comparatively stable basic indicators, BlackRock ESG is not utilizing all of its potentials. The newest stock price uproar, may contribute to short-horizon losses for the private investors. ...more
BlackRock |
BlackRock ESG Relative Risk vs. Return Landscape
If you would invest 532.00 in BlackRock ESG Multi Asset on October 10, 2024 and sell it today you would lose (2.00) from holding BlackRock ESG Multi Asset or give up 0.38% of portfolio value over 90 days. BlackRock ESG Multi Asset is generating negative expected returns and assumes 0.2453% volatility on return distribution over the 90 days horizon. Simply put, 2% of etfs are less volatile than BlackRock, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
BlackRock ESG Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for BlackRock ESG's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as BlackRock ESG Multi Asset, and traders can use it to determine the average amount a BlackRock ESG'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 = -0.0236
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | MACU |
Estimated Market Risk
| 0.25 actual daily | 2 98% of assets are more volatile |
Expected Return
| -0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.02 actual daily | 0 Most of other assets perform better |
Based on monthly moving average BlackRock ESG 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 BlackRock ESG by adding BlackRock ESG to a well-diversified portfolio.
| BlackRock ESG Multi generated a negative expected return over the last 90 days |