iShares MSCI Turkey ETF
Ticker
TUR
ISIN
IE00B1FZS574
Price
USD 36.96
Change Today
+0.56 / 1.531 %
Price 1 year ago
34.81 / 6.173 %
Morningstar
4
52 Week Low
31.23
52 Week High
44.04
200 Day Moving Average 38.02
38.02
50-day Moving Average
34.61
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | -0.72 |
| Sortino Ratio | -0.55 |
| Maximum Drawdown | -10.5% |
| Maximum Drawdown Date | 2023-12-27 |
| Calmar Ratio | 6.68 |
1 year
| Parameter | Value |
|---|---|
| Return | -2.25 |
| Volatility | 9.529% |
| Alpha | +64.14 |
| Beta | None |
| R Squared | +11.33 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 8.509% |
| Average Annual Volatility | 38.354% |
| Sharpe Ratio | 0.22 |
| Sortino Ratio | 0.21 |
| Maximum Drawdown | -72.0% |
| Maximum Drawdown Date | 2022-02-24 |
| Calmar Ratio | -0.10 |
Company information
Summary
The investment seeks to track the investment results of the MSCI Turkey IMI 25/50 Index. The fund generally will invest at least 80% of its assets in the component securities of the underlying index and in investments that have economic characteristics that are substantially identical to the component securities of the underlying index. The underlying index is designed to measure the performance of the large-, mid- and small-capitalization segments of equity market in Turkey. The fund is non-diversified.
Market
US
Category
Miscellaneous Region
Expense Ratio
0.57%
Fund family
iShares
Morningstar
4
Yield
0.0309
Exchange
NGM
| Sector | Weight |
|---|---|
| Basic materials | 26.21% |
| Industrials | 21.57% |
| Consumer defensive | 12.60% |
| Financial services | 11.39% |
| Consumer cyclical | 9.95% |
| Energy | 6.29% |
| Communication services | 3.80% |
| Realestate | 2.68% |
| Technology | 1.60% |
| Utilities | 1.53% |
| Healthcare | 0.83% |
| Country | Ratio |
|---|---|
| Turkey | 100.00 |
| Argentina | 0.00 |
| Australia | 0.00 |
| Austria | 0.00 |
| Belgium | 0.00 |
| Brazil | 0.00 |
| Canada | 0.00 |
| Chile | 0.00 |
| China | 0.00 |
| Colombia | 0.00 |
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| BIMAS | Bim Birlesik Magazalar AS | 9.16% |
| EREGL | Eregli Demir Ve Celik Fabrikalari TAS | 8.69% |
| GARAN | Turkiye Garanti Bankasi AS | 6.19% |
| AKBNK | Akbank TAS | 5.15% |
| KCHOL | Koc Holding AS | 4.87% |
| TCELL | Turkcell Iletisim Hizmetleri AS | 4.58% |
| FROTO | Ford Otomotiv Sanayi AS | 4.37% |
| TUPRS | Tupras-Turkiye Petrol Rafineleri AS | 3.61% |
| ASELS | Aselsan Elektronik Sanayi Ve Ticaret AS | 3.21% |
| SISE | Turkiye Sise ve Cam Fabrikalari AS | 3.02% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| ECH | iShares MSCI Chile ETF | US4642866408 | BTS | 0.57% | 5 | +30.17 | |
| EPU | iShares MSCI Peru ETF | US464289842 | PCX | 0.57% | 5 | +5.49 | |
| EWL | iShares MSCI Switzerland ETF | US4642867497 | PCX | 0.50% | 5 | -1.78 | |
| EWW | iShares MSCI Mexico ETF | DE000A1J7CN8 | PCX | 0.50% | 5 | +28.64 | |
| GXG | Global X MSCI Colombia ETF | US37954Y327 | PCX | 0.61% | 5 | -18.52 | |
| THD | iShares MSCI Thailand ETF | LU0514694701 | PCX | 0.57% | 5 | +9.40 |
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.