BlackRock ISF (Ireland) Manager Performance Evaluation

IE00B040CX25 -- Ireland Fund  

USD 24.00  0.44  1.87%

The organization shows Beta (market volatility) of 0.0 which signifies that the returns on MARKET and BlackRock ISF are completely uncorrelated. Although it is vital to follow to BlackRock ISF North historical returns, it is good to be conservative about what you can actually do with the information regarding 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 ISF North technical indicators you can presently evaluate if the expected return of 0.2553% will be sustainable into the future.
 Time Horizon     30 Days    Login   to change

BlackRock ISF North Relative Risk vs. Return Landscape

If you would invest  2,328  in BlackRock ISF North America Idx on July 16, 2018 and sell it today you would earn a total of  72.00  from holding BlackRock ISF North America Idx or generate 3.09% return on investment over 30 days. BlackRock ISF North America Idx is generating 0.2553% of daily returns and assumes 0.4955% volatility on return distribution over the 30 days horizon. Simply put, 4% of equities are less volatile than BlackRock ISF North America Idx and 96% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
 Daily Expected Return (%) 
      Risk (%) 
Assuming 30 trading days horizon, BlackRock ISF North America Idx is expected to generate 1.12 times more return on investment than the market. However, the company is 1.12 times more volatile than its market benchmark. It trades about 0.52 of its potential returns per unit of risk. The DOW is currently generating roughly 0.1 per unit of risk.

BlackRock ISF Current Valuation

Not valued
August 15, 2018
24.00
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
BlackRock ISF is Unknown risk asset. BlackRock ISF North prevailing Real Value cannot be determined due to lack of data. The current price of BlackRock ISF North is $24.0. Based on Macroaxis valuation methodology, the entity cannot be evaluated at this time. We determine the value of BlackRock ISF North from analyzing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we favor to go long with undervalued instruments and to trade away overvalued instruments since at some point assets prices and their ongoing real values will blend.

BlackRock ISF Market Risk Analysis

Sharpe Ratio = 0.5152
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BlackRock ISF Relative Performance Indicators

Estimated Market Risk
 0.5
  actual daily
 
 96 %
of total potential
  
Expected Return
 0.26
  actual daily
 
 4 %
of total potential
  
Risk-Adjusted Return
 0.52
  actual daily
 
 34 %
of total potential
  
Based on monthly moving average BlackRock ISF is performing at about 34% 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 BlackRock ISF by adding it to a well-diversified portfolio.

Performance Rating

BlackRock ISF North America Idx Risk Adjusted Performance Analysis
34 

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in BlackRock ISF North America Idx are ranked lower than 34 (%) of all funds and portfolios of funds over the last 30 days.

BlackRock ISF Alerts

Equity Alerts and Improvement Suggestions
The fund retains 99.41% of its assets under management (AUM) in equities
Please also check Risk vs Return Analysis. Please also try Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.