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SP 500   1,667   2.52  Index Moved Down -0.15%
ISHARESS XSP ZUE CUDA Furniture Silver Toys Energy 
United States GSPC USD ...  |  Investing Themes


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iShares performance

 
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iShares US Fundamental

ETF@Toronto Stock Exchange 
Canada CAD
     
Use iShares US Fundamental C$Hdgd Comm (#B7T2BN5CA) performance together with your etf portfolios to enhance returns of your portfolios and to determine ETF optimization strategy that fits your criteria.  Suggest Portfolio
Investment horizon: 
  30 Days    Login   to change

Relative Risk vs. Return Landscape

If you would invest  2,142  in iShares US Fundamental C$Hdgd Comm on April 22, 2013 and sell it today you would earn a total of  140.00  from holding iShares US Fundamental C$Hdgd Comm or generate 6.54% return on investment over 30 days. iShares US Fundamental C$Hdgd Comm is generating 0.36% of daily returns assuming 0.54% volatility of returns over the 30 days investment horizon. Simply put, 7% of all equities have less volatile historical return distribution than iShares US Fundamental C$Hdgd Comm and 79% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
Daily Expected Return (%)
 
Change Benchmark   Risk [Daily Volatility] (%)
Assuming 30 trading days horizon, iShares US Fundamental C$Hdgd Comm is expected to generate 1.0 times more return on investment than the market. However, the company is as risky as the market. It trades about 0.67 of its potential returns per unit of risk. The S&P 500 is currently generating roughly 0.56 per unit of risk.

iShares Realized Returns

iShares Annual Yield vs Year to Date Return

iShares US Fundamental C$Hdgd Comm is fourth largest ETF in annual yield as compared to similar ETFs. It is fifth largest ETF in year to date return as compared to similar ETFs creating about  4.96  of Year to Date Return per Annual Yield.
iShares
Performance
35
Out Of
100
Over 30
Days
65% of all equities and portfolios perform better than iShares US Fundamental C$Hdgd Comm. Compared with the overall equity markets, risk-adjusted returns on investments in iShares US Fundamental C$Hdgd Comm are ranked lower than 35 (%) of all global equities and portfolios over the last 30 days.
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1 Month Efficiency (a.k Sharpe Ratio) ...

0.66

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Estimated Market Risk

 0.54
  actual daily
 
 93 %
of total potential
 
Market Risk score

Expected Return

 0.36
  actual daily
 
 21 %
of total potential
 
Expected Return score

Risk-Adjusted Return

 0.66
  actual daily
 
 35 %
of total potential
 
Risk-Adjusted Return score
Based on monthly moving average iShares is performing at about 35% 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 by adding it to a well-diversified portfolio.
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