iShares Short Performance

iShares Short Maturity Bond -- USA Etf  

USD 50.21  0.01  0.0199%

The entity maintains market beta of 0.0068 which attests that as returns on market increase, iShares Short returns are expected to increase less than the market. However during bear market, the loss on holding iShares Short will be expected to be smaller as well.. Although it is extremely important to respect iShares Short Maturity historical price patterns, it is better to be realistic regarding the information on equity current price history. The philosophy towards determining future performance of any etf is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By examining iShares Short Maturity technical indicators you can presently evaluate if the expected return of 0.0073% will be sustainable into the future.
 Time Horizon     30 Days    Login   to change

iShares Short Maturity Relative Risk vs. Return Landscape

If you would invest  5,015  in iShares Short Maturity Bond on December 21, 2017 and sell it today you would earn a total of  7  from holding iShares Short Maturity Bond or generate 0.14% return on investment over 30 days. iShares Short Maturity Bond is currenly generating 0.0073% of daily expected returns and assumes 0.0268% risk (volatility on return distribution) over the 30 days horizon. In different words, 0% of equities are less volatile than iShares Short Maturity Bond and 99% of traded equity instruments are projected to make higher returns than the company over the 30 days investment horizon.
 Daily Expected Return (%) 
      Risk (%) 
Given the investment horizon of 30 days, iShares Short Maturity Bond is expected to generate 35.26 times less return on investment than the market. But when comparing it to its historical volatility, the company is 17.33 times less risky than the market. It trades about 0.27 of its potential returns per unit of risk. The DOW is currently generating roughly 0.55 of returns per unit of risk over similar time horizon.

iShares Short Realized Returns

iShares Short Daily Price Distribution

The median price of iShares Short for the period between Thu, Dec 21, 2017 and Sat, Jan 20, 2018 is 50.15 with a coefficient of variation of 0.07. The daily time series for the period is distributed with a sample standard deviation of 0.03, arithmetic mean of 50.16, and mean deviation of 0.03. The Etf received some media coverage during the period.

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in iShares Short Maturity Bond are ranked lower than 18 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

iShares Short Sharpe Ratio = 0.2743
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Based on monthly moving average iShares Short is performing at about 18% 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 Short by adding it to a well-diversified portfolio.


iShares Short Maturity Dividends Analysis
Check iShares Short Maturity dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
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