iShares Short Performance

iShares Short Maturity Bond -- USA Etf  

USD 50.2  0.03  0.0598%

The entity maintains market beta of 0.01 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.. Even though it is essential to pay attention to iShares Short Maturity historical price patterns, it is always good to be careful when utilizing equity current price history. Macroaxis philosophy towards determining future performance of any etf is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. iShares Short Maturity exposes twenty different technical indicators which can help you to evaluate its performance.
 Time Horizon     30 Days    Login   to change

iShares Short Maturity Relative Risk vs. Return Landscape

If you would invest  5,019  in iShares Short Maturity Bond on December 17, 2017 and sell it today you would lose (3)  from holding iShares Short Maturity Bond or give up 0.06% of portfolio value over 30 days. iShares Short Maturity Bond is currenly does not generate positive expected returns and assumes 0.0347% 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 under-perform the market. But the company apears to be less risky and when comparing its historical volatility, the company is 11.1 times less risky than the market. the firm trades about -0.09 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 Sun, Dec 17, 2017 and Tue, Jan 16, 2018 is 50.15 with a coefficient of variation of 0.05. The daily time series for the period is distributed with a sample standard deviation of 0.03, arithmetic mean of 50.15, and mean deviation of 0.02. The Etf received some media coverage during the period.

Risk-Adjusted Performance

Over the last 30 days iShares Short Maturity Bond has generated negative risk-adjusted returns adding no value to investors with long positions.

One Month Efficiency

iShares Short Sharpe Ratio = -0.0906
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Based on monthly moving average iShares Short is performing at about 0% 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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