IShares Core Total Risk Alpha
| IBC3 Etf | | | EUR 5.30 -0.12 -2.21% |
This dataset for iShares Core MSCI reflects inputs used in the Total Risk Alpha calculation. Extended technical indicator views are accessible through
Equity Screeners. Diversification context is available through
Risk vs Return Analysis. Diversification context helps frame allocation across holdings. This includes a position in iShares Core MSCI. The position sits inside the allocation mix. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in nation.
iShares Core MSCI has current Total Risk Alpha of 0.2301. 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] |
| = | 0.2301 | |
| ER[a] | = | Expected return on investing in IShares Core |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on IShares Core |
| 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 Core MSCI ranks
second among etfs in total risk alpha relative to comparable ETFs. It is currently under evaluation in maximum drawdown relative to comparable ETFs at roughly
33.39 Maximum Drawdown per unit of Total Risk Alpha. iShares Core MSCI carries a
33.39 x Maximum Drawdown-to-Total Risk Alpha ratio
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare IShares Core to Peers
Other Technical Indicators