BlackRock ICS (Ireland) Backtesting

IE00B3KF1798 -- Ireland Fund  

GBp 10,685  4.00  0.0374%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of BlackRock ICS Sterling Liq Agency Acc and determine expected loss or profit from investing in BlackRock ICS over given investment horizon. Please also check BlackRock ICS Hype Analysis, BlackRock ICS Correlation, Portfolio Optimization, BlackRock ICS Volatility as well as analyze BlackRock ICS Alpha and Beta and BlackRock ICS Performance.
 Time Horizon     30 Days    Login   to change

BlackRock ICS 'What if' Analysis

June 23, 2018
No Change 0.00  0.0%
In 31 days
July 23, 2018
If you would invest  0.00  in BlackRock ICS on June 23, 2018 and sell it all today you would earn a total of 0.00 from holding BlackRock ICS Sterling Liq Agency Acc or generate 0.0% return on investment in BlackRock ICS over 30 days. The investment objective of the Institutional Sterling Liquidity Fund is to maximise current income consistent with pres...

BlackRock ICS Upside/Downside Indicators


BlackRock ICS Market Premium Indicators

BlackRock ICS Sterling Backtested Returns

We consider BlackRock ICS not too risky. BlackRock ICS Sterling secures Sharpe Ratio (or Efficiency) of 0.3166 which signifies that BlackRock ICS Sterling had 0.3166% of return per unit of standard deviation over the last 1 month. Our philosophy in foreseeing volatility of a fund is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for BlackRock ICS Sterling Liq Agency Acc which you can use to evaluate future volatility of the entity. Please confirm BlackRock ICS Sterling to double-check if risk estimate we provide are consistent with the epected return of 0.0043%. The organization shows Beta (market volatility) of 0.0 which signifies that the returns on MARKET and BlackRock ICS are completely uncorrelated. Although it is extremely important to respect BlackRock ICS Sterling historical returns, it is better to be realistic regarding the information on equity current trending patterns. The philosophy in foreseeing future performance of any fund is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By analyzing BlackRock ICS Sterling technical indicators you can presently evaluate if the expected return of 0.0043% will be sustainable into the future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.50 

Modest predictability

BlackRock ICS Sterling Liq Agency Acc has modest predictability. Overlapping area represents the amount of predictability between BlackRock ICS time series from June 23, 2018 to July 8, 2018 and July 8, 2018 to July 23, 2018. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of BlackRock ICS Sterling price movement. The serial correlation of 0.5 indicates that about 50.0% of current BlackRock ICS price fluctuation can be explain by its past prices.
Correlation Coefficient 0.5
Spearman Rank Test 0.7
Price Variance 2.24
Lagged Price Variance 1.36

BlackRock ICS Sterling lagged returns against current returns

 Current and Lagged Values 

BlackRock ICS regressed lagged prices vs. current prices

 Current vs Lagged Prices 

BlackRock ICS Lagged Returns

 Regressed Prices 

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Please also check BlackRock ICS Hype Analysis, BlackRock ICS Correlation, Portfolio Optimization, BlackRock ICS Volatility as well as analyze BlackRock ICS Alpha and Beta and BlackRock ICS Performance. Please also try Cryptocurrency Correlation module to use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins and exchanges.