|Time Horizon||30 Days Login to change|
iShares MSCI EAFE Relative Risk vs. Return LandscapeIf you would invest 6,308 in iShares MSCI EAFE Small Cap ETF on July 21, 2018 and sell it today you would lose (217.00) from holding iShares MSCI EAFE Small Cap ETF or give up 3.44% of portfolio value over 30 days. iShares MSCI EAFE Small Cap ETF is generating negative expected returns assuming volatility of 0.6171% on return distribution over 30 days investment horizon. In other words, 5% of equities are less volatile than the company and above 99% of equities are expected to generate higher returns over the next 30 days.
iShares MSCI Market Risk Analysis
Sharpe Ratio = -0.267