IShares MSCI Total Risk Alpha
| EWW Etf | | | USD 74.24 1.78 2.46% |
Observed values used in the Total Risk Alpha indicator for iShares MSCI Mexico are included in this dataset. The information is based on observed market data across timeframes. IShares MSCI has a market cap of 1.02 B. Use
Investing Opportunities to explore allocation context. Portfolio tools allow users to monitor iShares MSCI Mexico alongside other positions. How positions are weighted depends on the construction approach applied. Broader economic conditions can influence iShares MSCI Mexico's etf valuation — related indicators include
signals in private.
iShares MSCI Mexico has current Total Risk Alpha of 0.2471. 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] |
| = | 0.2471 | |
| 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 |
Total Risk Alpha Peers Comparison
Total Risk Alpha Relative To Other Indicators
iShares MSCI Mexico falls in the
second position for total risk alpha relative to ETF peers. It is currently under evaluation for maximum drawdown relative to ETF peers reflecting a
38.70 ratio of Maximum Drawdown to Total Risk Alpha. iShares MSCI Mexico's Maximum Drawdown exceeds Total Risk Alpha by a factor of
38.70 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare IShares MSCI to Peers
Other Technical Indicators