IShares MSCI Total Risk Alpha
| EFG Etf | | | USD 115.83 0.88 0.77% |
IShares MSCI total risk alpha lookup summarizes this and related technical indicators for iShares MSCI EAFE. Coverage depends on data availability and normalization;
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Investing Opportunities to better understand diversified portfolio construction. Clearer exposure analysis supports long-term portfolio balance. This includes a position in iShares MSCI EAFE in the portfolio 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 price.
iShares MSCI EAFE has current Total Risk Alpha of 0.0479. The total risk alpha measures the performance of an asset by comparing its returns with those of a selected benchmark portfolio.
Total Risk Alpha | = | RFR + (ER[b] - ER[a]) | x | STD[a] / STD[b] |
| = | 0.0479 | |
| ER[a] | = | Expected return on investing in IShares MSCI |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on IShares MSCI |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
IShares MSCI Total Risk Alpha Peers Comparison
IShares Total Risk Alpha Relative To Other Indicators
iShares MSCI EAFE is rated
below average. in total risk alpha as compared to similar ETFs. It is currently under evaluation. in maximum drawdown as compared to similar ETFs reporting about
119.70 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for iShares MSCI EAFE is roughly
119.70 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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