IShares Treasury Standard Deviation
| IDTC Etf | | | CHF 4.09 0.01 0.25% |
The Standard Deviation reading for iShares Treasury Bond is computed from historical trading observations. Indicator reliability depends on the continuity of available trading data.
Risk vs Return Analysis provides a view into diversified allocation design. Such insight adds context to allocation decisions within a diversified portfolio. iShares Treasury Bond can be included in a portfolio to evaluate diversification impact. Risk and return metrics update as positions are added or adjusted. Broader economic conditions can influence iShares Treasury Bond's etf valuation — related indicators include
signals in inflation.
iShares Treasury Bond has current Standard Deviation of 0.2859. 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) |
| = | 0.2859 | |
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
5.09 ratio of Maximum Drawdown to Standard Deviation. iShares Treasury Bond's Maximum Drawdown exceeds Standard Deviation by a factor of
5.09 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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