IShares GSCI Market Risk Adjusted Performance
| COMT Etf | | | USD 30.82 0.00 0.00% |
The Market Risk Adjusted Performance technical lookup provides context for iShares GSCI Commodity and related instruments. Availability can vary by instrument;
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Trending Equities provides context for diversified portfolio construction. Refined allocation visibility enhances overall portfolio context. This reflects a position in iShares GSCI Commodity within the allocation view. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in state.
iShares GSCI Commodity has current Market Risk Adjusted Performance of
-3.61.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | -3.61 | |
| ER[a] | = | Expected return on investing in IShares GSCI |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
IShares GSCI Market Risk Adjusted Performance Peers Comparison
IShares Market Risk Adjusted Performance Relative To Other Indicators
iShares GSCI Commodity is rated
below average. in market risk adjusted performance as compared to similar ETFs. It is currently under evaluation. in maximum drawdown as compared to similar ETFs .
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