HSBC MSCI Market Risk Adjusted Performance
| HPJP Etf | | | 17.74 -0.24 -1.33% |
The Market Risk Adjusted Performance lookup presents technical context for HSBC MSCI Japan and related instruments. Availability can vary by instrument;
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Risk vs Return Analysis provides context for diversified portfolio design. Refined allocation visibility enhances overall portfolio context. The allocation includes a position in HSBC MSCI Japan 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 inflation.
HSBC MSCI Japan has current Market Risk Adjusted Performance of 0.3717.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.3717 | |
| ER[a] | = | Expected return on investing in HSBC MSCI |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
HSBC MSCI Market Risk Adjusted Performance Peers Comparison
HSBC Market Risk Adjusted Performance Relative To Other Indicators
HSBC MSCI Japan falls in the
second position for market risk adjusted performance relative to ETF peers. It is currently under evaluation for maximum drawdown relative to ETF peers reflecting a
20.65 ratio of Maximum Drawdown to Market Risk Adjusted Performance. HSBC MSCI Japan's Maximum Drawdown exceeds Market Risk Adjusted Performance by a factor of
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