BlackRock ESG (Netherlands) Performance
| MAGU Etf | 6.14 0.01 0.16% |
The etf shows a Beta (market volatility) of 0.0349, which signifies not very significant fluctuations relative to the market. As returns on the market increase, BlackRock ESG's returns are expected to increase less than the market. However, during the bear market, the loss of holding BlackRock ESG is expected to be smaller as well.
Risk-Adjusted Performance
19 of 100
Weak | Strong |
Solid
Compared to the overall equity markets, risk-adjusted returns on investments in BlackRock ESG Multi Asset are ranked lower than 19 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively uncertain basic indicators, BlackRock ESG may actually be approaching a critical reversion point that can send shares even higher in January 2025. ...more
BlackRock |
BlackRock ESG Relative Risk vs. Return Landscape
If you would invest 570.00 in BlackRock ESG Multi Asset on September 2, 2024 and sell it today you would earn a total of 44.00 from holding BlackRock ESG Multi Asset or generate 7.72% return on investment over 90 days. BlackRock ESG Multi Asset is generating 0.1137% of daily returns and assumes 0.4519% volatility on return distribution over the 90 days horizon. Simply put, 4% of etfs are less volatile than BlackRock, and 98% 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 = 0.2516
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | MAGU | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 0.45 actual daily | 4 96% of assets are more volatile |
Expected Return
| 0.11 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.25 actual daily | 19 81% of assets perform better |
Based on monthly moving average BlackRock ESG is performing at about 19% 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 BlackRock ESG by adding it to a well-diversified portfolio.