iShares MSCI Performance

iShares MSCI EAFE Small Cap ETF -- USA Etf  

USD 66.67  0.21  0.31%

The entity maintains market beta of 0.0251 which attests that as returns on market increase, iShares MSCI returns are expected to increase less than the market. However during bear market, the loss on holding iShares MSCI will be expected to be smaller as well.. Although it is extremely important to respect iShares MSCI EAFE 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 MSCI EAFE technical indicators you can presently evaluate if the expected return of 0.0369% will be sustainable into the future.
 Time Horizon     30 Days    Login   to change

iShares MSCI EAFE Relative Risk vs. Return Landscape

If you would invest  6,566  in iShares MSCI EAFE Small Cap ETF on March 20, 2018 and sell it today you would earn a total of  95.00  from holding iShares MSCI EAFE Small Cap ETF or generate 1.45% return on investment over 30 days. iShares MSCI EAFE Small Cap ETF is generating 0.0369% of daily returns assuming volatility of 0.7449% on return distribution over 30 days investment horizon. In other words, 6% of equities are less volatile than the company and above 99% of equities are expected to generate higher returns over the next 30 days.
 Daily Expected Return (%) 
      Risk (%) 
Considering 30-days investment horizon, iShares MSCI EAFE Small Cap ETF is expected to generate 0.52 times more return on investment than the market. However, the company is 1.91 times less risky than the market. It trades about 0.05 of its potential returns per unit of risk. The DOW is currently generating roughly -0.01 per unit of risk.

Performance Rating

iShares MSCI EAFE Small Cap ETF Risk Adjusted Performance Analysis
3 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in iShares MSCI EAFE Small Cap ETF are ranked lower than 3 (%) of all global equities and portfolios over the last 30 days.

2 Months Efficiency

iShares MSCI Sharpe Ratio = 0.0496
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Estimated Market Risk
 0.74
  actual daily
 
 94 %
of total potential
  
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 0.04
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 1 %
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Risk-Adjusted Return
 0.05
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 3 %
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Based on monthly moving average iShares MSCI is performing at about 3% 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 MSCI by adding it to a well-diversified portfolio.

Dividends

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