|Horizon||30 Days Login to change|
BlackRock ICS Market Sensitivity
BlackRock ICS US Technical Analysis
BlackRock ICS Projected Return Density Against MarketAssuming 30 trading days horizon, BlackRock ICS has beta of 0.0079 suggesting as returns on market go up, BlackRock ICS average returns are expected to increase less than the benchmark. However during bear market, the loss on holding BlackRock ICS US Treasury Acc will be expected to be much smaller as well. Moreover, BlackRock ICS US Treasury Acc has an alpha of 0.0321 implying that it can potentially generate 0.0321% excess return over DOW after adjusting for the inherited market risk (beta).
BlackRock ICS Return VolatilityBlackRock ICS US Treasury Acc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3062% risk (volatility on return distribution) over the 30 days horizon.