Ishares Mutual Fund Manager Performance Evaluation

BDBPX
 Fund
  

USD 19.89  0.23  1.17%   

The fund retains a Market Volatility (i.e., Beta) of 1.2412, which attests to a somewhat significant risk relative to the market. Let's try to break down what Ishares's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Ishares Russell will likely underperform. Even though it is essential to pay attention to Ishares Russell 2000 current price history, it is always good to be careful when utilizing equity current price movements. Our philosophy towards determining any fund's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Ishares Russell 2000 exposes twenty-one different technical indicators, which can help you to evaluate its performance.
  
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Ishares Performance
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Over the last 90 days Ishares Russell 2000 has generated negative risk-adjusted returns adding no value to fund investors. In spite of weak performance in the last few months, the Fund's basic indicators remain fairly strong which may send shares a bit higher in August 2022. The current disturbance may also be a sign of long term up-swing for the fund investors.
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Ishares Price Channel

Fifty Two Week Low18.99
Fifty Two Week High29.88

Ishares Russell Relative Risk vs. Return Landscape

If you would invest  2,405  in Ishares Russell 2000 on April 3, 2022 and sell it today you would lose (416.00)  from holding Ishares Russell 2000 or give up 17.3% of portfolio value over 90 days. Ishares Russell 2000 is currently producing negative expected returns and takes up 1.9903% volatility of returns over 90 trading days. Put another way, 17% of traded mutual funds are less volatile than Ishares, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days.
 Daily Expected Return (%) 
      Risk (%) 
Assuming the 90 days horizon Ishares Russell is expected to under-perform the market. In addition to that, the company is 1.38 times more volatile than its market benchmark. It trades about -0.14 of its total potential returns per unit of risk. The DOW is currently generating roughly -0.12 per unit of volatility.

Ishares Russell Current Valuation

Fairly Valued
Today 19.89
Please note that Ishares Russell's price fluctuation is very steady at this time.
Ishares Russell 2000 retains a regular Real Value of $20.22 per share. The prevalent price of the fund is $19.89. At this time, the entity appears to be fairly valued. We determine the value of Ishares Russell 2000 from evaluating fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we encourage acquiring undervalued assets and dropping overvalued assets since, at some point, stock prices and their ongoing real values will come together.
Our valuation method for Ishares Russell 2000 is useful when determining the fair value of the Ishares mutual fund, which is usually determined by what a typical buyer is willing to pay for full or partial control of Ishares Russell. Since Ishares Russell is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Ishares Mutual Fund. However, Ishares Russell's intrinsic value may or may not be the same as its current market price, in which case there is an opportunity to profit from the mispricing, assuming the market price will eventually merge with its intrinsic value.
20.22
Real Value
22.21
Upside
Estimating the potential upside or downside of Ishares Russell 2000 helps investors to forecast how Ishares mutual fund's addition to their portfolios will impact the overall performance. We also use other valuation drivers to help us estimate the true value of Ishares Russell more accurately as focusing exclusively on Ishares Russell's fundamentals will not take into account other important factors:
Bollinger
Band Projection (param)
LowerMiddle BandUpper
19.6119.8520.08
Details
Hype
Prediction
LowEstimated ValueHigh
17.9019.8921.88
Details
Potential
Annual Dividend
LowIncome Per ShareHigh
0.190.200.20
Details

Ishares Russell Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for Ishares Russell's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Ishares Russell 2000, and traders can use it to determine the average amount a Ishares Russell'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 = -0.1414

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Negative ReturnsBDBPX
Estimated Market Risk
 1.99
  actual daily
 
 17 %
of total potential
 
1717
Expected Return
 -0.28
  actual daily
 
 0 %
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00
Risk-Adjusted Return
 -0.14
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00
Based on monthly moving average Ishares Russell 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 Russell by adding it to a well-diversified portfolio.

About Ishares Russell Performance

To evaluate Ishares Russell 2000 Mutual Fund 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 Russell 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 Mutual Fund'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 Russell 2000 stock market performance in a much more refined way. At Macroaxis, we take it even further. 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.
The investment seeks to match the performance of the Russell 2000 Index as closely as possible before the deduction of fund expenses. Ishares Russell is traded on NASDAQ Exchange in the United States.

Things to note about Ishares Russell 2000

Checking the ongoing alerts about Ishares Russell for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Ishares Russell 2000 help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.

Ishares Russell Alerts

Equity Alerts and Improvement Suggestions

Ishares Russell 2000 generated a negative expected return over the last 90 days
The fund holds 99.32% of its assets under management (AUM) in equities
Continue to Trending Equities. Note that the Ishares Russell 2000 information on this page should be used as a complementary analysis to other Ishares Russell's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Shere Portfolio module to track or share privately all of your investments from the convenience of any device.

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When running Ishares Russell 2000 price analysis, check to measure Ishares Russell's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Ishares Russell is operating at the current time. Most of Ishares Russell's value examination focuses on studying past and present price action to predict the probability of Ishares Russell's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Ishares Russell's price. Additionally, you may evaluate how the addition of Ishares Russell to your portfolios can decrease your overall portfolio volatility.
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Please note, there is a significant difference between Ishares Russell's value and its price as these two are different measures arrived at by different means. Investors typically determine Ishares Russell value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Ishares Russell's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.