iShares MSCI (Ireland) Manager Performance Evaluation

IJPHL -- Ireland Fund  

GBp 4,186  167.00  3.84%

The entity maintains market beta of 0.2077 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 Japan 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 fund is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By examining iShares MSCI Japan technical indicators you can presently evaluate if the expected return of 0.0219% will be sustainable into the future.
 Time Horizon     30 Days    Login   to change

iShares MSCI Japan Relative Risk vs. Return Landscape

If you would invest  418,600  in iShares MSCI Japan GBP Hedged ETF Acc on July 16, 2018 and sell it today you would earn a total of  0.00  from holding iShares MSCI Japan GBP Hedged ETF Acc or generate 0.0% return on investment over 30 days. iShares MSCI Japan GBP Hedged ETF Acc is generating 0.0219% of daily returns and assumes 2.2595% volatility on return distribution over the 30 days horizon. Simply put, 20% of equities are less volatile than iShares MSCI Japan GBP Hedged ETF Acc and 99% 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, iShares MSCI Japan GBP Hedged ETF Acc is expected to generate 1.98 times less return on investment than the market. In addition to that, the company is 5.12 times more volatile than its market benchmark. It trades about 0.01 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.1 per unit of volatility.

iShares MSCI Market Risk Analysis

Sharpe Ratio = 0.0097
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iShares MSCI Relative Performance Indicators

Estimated Market Risk
 2.26
  actual daily
 
 80 %
of total potential
  
Expected Return
 0.02
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 0.01
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average iShares MSCI is performing at about 0% 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.

Performance Rating

iShares MSCI Japan GBP Hedged ETF Acc Risk Adjusted Performance Analysis
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Risk-Adjusted Fund Performance

Over the last 30 days iShares MSCI Japan GBP Hedged ETF Acc has generated negative risk-adjusted returns adding no value to fund investors.
Please also check Risk vs Return Analysis. Please also try Transaction History module to view history of all your transactions and understand their impact on performance.