Ishares Short Duration Stock Performance
| ISVQF Stock | USD 5.66 0.02 0.35% |
The company retains a Market Volatility (i.e., Beta) of -0.0163, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning IShares $ are expected to decrease at a much lower rate. During the bear market, IShares $ is likely to outperform the market. iShares Short Duration has an expected return of -0.0076%. Please make sure to check out IShares $ potential upside, and the relationship between the total risk alpha and kurtosis , to decide if iShares Short Duration performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days iShares Short Duration has generated negative risk-adjusted returns adding no value to investors with long positions. Despite nearly stable basic indicators, IShares $ is not utilizing all of its potentials. The latest stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
IShares |
IShares $ Relative Risk vs. Return Landscape
If you would invest 569.00 in iShares Short Duration on January 24, 2024 and sell it today you would lose (3.00) from holding iShares Short Duration or give up 0.53% of portfolio value over 90 days. iShares Short Duration is currently producing negative expected returns and takes up 0.4221% volatility of returns over 90 trading days. Put another way, 3% of traded pink sheets are less volatile than IShares, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
IShares $ Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares $'s investment risk. Standard deviation is the most common way to measure market volatility of pink sheets, such as iShares Short Duration, and traders can use it to determine the average amount a IShares $'s price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.0181
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | ISVQF |
Estimated Market Risk
| 0.42 actual daily | 3 97% of assets are more volatile |
Expected Return
| -0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.02 actual daily | 0 Most of other assets perform better |
Based on monthly moving average IShares $ is not performing at its full potential. However, 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 $ by adding IShares $ to a well-diversified portfolio.
About IShares $ Performance
To evaluate iShares Short Duration Pink Sheet as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when IShares $ generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare IShares Pink Sheet's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand iShares Short Duration market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents IShares's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.