IShares MSCI Total Risk Alpha
| GARP Etf | | | 65.73 -0.47 -0.71% |
IShares MSCI total risk alpha lookup summarizes this and related technical indicators for iShares MSCI USA. Some instruments may have limited coverage due to data differences;
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Risk vs Return Analysis to better understand diversified portfolio construction. Clearer exposure analysis supports long-term portfolio balance. The allocation includes a position in iShares MSCI USA 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 producer price index.
iShares MSCI USA has current Total Risk Alpha of 0.0034. 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] |
| = | 0.0034 | |
| 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 USA is rated
below average for total risk alpha among related ETFs. It is currently under evaluation for maximum drawdown among related ETFs with Maximum Drawdown measuring nearly
1,515 against Total Risk Alpha. Maximum Drawdown runs about
1,515 times Total Risk Alpha for iShares MSCI USA
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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