IShares Treasury Standard Deviation
| IBTM Etf | | | USD 173.73 -1.95 -1.11% |
The Standard Deviation indicator for iShares Treasury Bond is derived from observed market data. The calculation draws on time-series market data across available periods. Portfolio design and allocation context appear in
Risk vs Return Analysis. Portfolio-level transparency adds depth to allocation analysis. A position in iShares Treasury Bond appears within the mix. The allocation reflects this within the position set. Position sizing reflects the allocation methodology applied to the portfolio. The dataset is presented as structured reference material for independent review. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in inflation.
iShares Treasury Bond has current Standard Deviation of 0.2845. The Standard Deviation is a measure of how spread out the prices or returns of an asset are on average. It is the most widely used risk indicator in the field of investing and finance. Standard Deviation is commonly used to measure confidence in statistical conclusions regarding certain equity instruments or portfolios of equities.
Standard Deviation | = | SQRT(V) |
| = | 0.2845 | |
Standard Deviation Peers Comparison
Standard Deviation Relative To Other Indicators
iShares Treasury Bond is rated
below average for standard deviation relative to ETF peers. It is currently under evaluation for maximum drawdown relative to ETF peers reflecting a
3.86 ratio of Maximum Drawdown to Standard Deviation. iShares Treasury Bond's Maximum Drawdown exceeds Standard Deviation by a factor of
3.86 Standard deviation is applied to the annual rate of return of an investment to measure the investment's volatility. Standard deviation is also known as historical volatility and is used by investors as a gauge for the amount of expected market volatility. A large standard deviation usually indicates that the data points are far from the mean and a small standard deviation indicates that they are clustered closely around the mean.
Compare IShares Treasury to Peers
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