IShares Core Market Risk Adjusted Performance
| AOM Etf | | | USD 46.87 -0.64 -1.35% |
Observed values used in the Market Risk Adjusted Performance indicator for iShares Core Moderate are included in this dataset. The underlying data comes from exchange-reported trading records. Market data gaps can influence the computed indicator values. For broader technical screening across instruments, see
Equity Screeners. For portfolio construction context, review
Trending Equities. Diversification context helps frame allocation across holdings. The construction of a diversified portfolio involves managing position exposure. All values are presented as reference data. This suggests a position in iShares Core Moderate. This appears in the portfolio view. Position weights are derived from the portfolio construction methodology. The information is analytical in nature and is not intended as a specific recommendation. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in metropolitan statistical area.
iShares Core Moderate has current Market Risk Adjusted Performance of
-0.07.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | -0.07 | |
| ER[a] | = | Expected return on investing in IShares Core |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Market Risk Adjusted Performance Peers Comparison
Market Risk Adjusted Performance Relative To Other Indicators
iShares Core Moderate is rated
below average in market risk adjusted performance against similar ETFs. It is currently under evaluation in maximum drawdown against similar ETFs .
Other Technical Indicators