IShares ESG Market Risk Adjusted Performance
| ESGU Etf | | | USD 141.01 -2.09 -1.46% |
The Market Risk Adjusted Performance reading for iShares ESG Aware is computed from historical trading observations. Each data point is derived from standardized price and volume feeds.
Investing Opportunities provides context for diversified portfolio design. Additional portfolio transparency improves capital positioning. Diversification analysis considers the interaction of positions within a portfolio. All metrics are derived from available inputs and shown for reference. The allocation includes a position in iShares ESG Aware. The position falls 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 census.
iShares ESG Aware has current Market Risk Adjusted Performance of
-0.08.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | -0.08 | |
| ER[a] | = | Expected return on investing in IShares ESG |
| 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 ESG Aware is rated
below average in market risk adjusted performance across the ETF category. It is currently under evaluation in maximum drawdown across the ETF category .
Other Technical Indicators