iShares 3-7 Year Treasury Bond ETF
Ticker
IEI
ISIN
IE00B3VWN393
Price
USD 115.72
Change Today
-0.16 / -0.138 %
Price 1 year ago
109.57 / 5.61 %
Morningstar
4
52 Week Low
110.19
52 Week High
119.58
200 Day Moving Average 114.98
114.98
50-day Moving Average
117.78
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 1.69 |
| Sortino Ratio | 0.37 |
| Maximum Drawdown | -0.9% |
| Maximum Drawdown Date | 2024-01-05 |
| Calmar Ratio | -24.36 |
1 year
| Parameter | Value |
|---|---|
| Return | 1.05 |
| Volatility | 1.886% |
| Alpha | -1.34 |
| Beta | None |
| R Squared | +92.46 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 2.788% |
| Average Annual Volatility | 4.173% |
| Sharpe Ratio | 0.67 |
| Sortino Ratio | 0.10 |
| Maximum Drawdown | -14.000000000000002% |
| Maximum Drawdown Date | 2022-10-20 |
| Calmar Ratio | -0.20 |
Company information
Summary
The investment seeks to track the investment results of the ICE® U.S. Treasury 3-7 Year Bond Index (the "underlying index"). The index measures the performance of public obligations of the U.S. Treasury that have a remaining maturity of greater than or equal to three years and less than seven years. The fund will invest at least 80% of its assets in the component securities of the index, and the fund will invest at least 90% of its assets in U.S. Treasury securities that BFA believes will help the fund track the index.
Market
US
Category
Intermediate Government
Expense Ratio
0.15%
Fund family
iShares
Morningstar
4
Yield
0.0309
Exchange
NGM
| Sector | Weight |
|---|---|
| Realestate | 0.00% |
| Consumer cyclical | 0.00% |
| Basic materials | 0.00% |
| Consumer defensive | 0.00% |
| Technology | 0.00% |
| Communication services | 0.00% |
| Financial services | 0.00% |
| Utilities | 0.00% |
| Industrials | 0.00% |
| Energy | 0.00% |
| Healthcare | 0.00% |
None
Holdings
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| FR0013030079.PA | Etoile Obli 3-7 Ans | FR001303007 | YHD | 5 | Candriam World Alternative Alphamax C EUR | ||
| LYUS37.SW | Lyxor US Treasury 3-7Y | LU1407888996 | EBS | 0.07% | 5 | ||
| U37G.L | Lyxor US Treasury 3-7Y (DR) UCITS ETF | LU140788899 | LSE | 0.07% | 5 | ||
| US37.L | Lyxor US Treasury 3-7Y (DR) UCITS ETF | LU140788899 | LSE | 0.07% | 5 | ||
| US37.PA | Lyxor US Treasury 3-7Y (DR) UCITS ETF | LU1407888996 | PAR | 0.07% | 5 | +0.92 |
Sustainability scores
Events
Indicators
Glossary
- Momentum
- A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
- Inertia
- In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
- Relative Strength Index (RSI)
- A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
- Fibonacci's Weighted Moving Average
- A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
- Williams %R
- A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
- Relative Volatility Index (RVI)
- A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
- Commodity Channel Index (CCI)
- A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.