IShares MSCI Risk Adjusted Performance
| IFFF Etf | | | USD 79.05 -1.37 -1.70% |
This module presents the Risk Adjusted Performance indicator for iShares MSCI AC using available market inputs. The underlying data comes from exchange-reported trading records. Coverage differences may occur across instruments and market segments.
Risk vs Return Analysis frames the approach to diversified portfolio design. The view supports a broader understanding of portfolio structure. Allocation structure reflects how positions are distributed across the portfolio. This suggests a position in iShares MSCI AC. This appears in the portfolio view. Position weights are derived from the portfolio construction methodology. This dataset reflects observed data and is not advisory in nature. 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.
iShares MSCI AC has current Risk Adjusted Performance of 0.0866.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.0866 | |
Risk Adjusted Performance Peers Comparison
Risk Adjusted Performance Relative To Other Indicators
iShares MSCI AC stands at number one for risk adjusted performance relative to ETF peers. It is currently under evaluation for maximum drawdown relative to ETF peers reflecting a
100.59 ratio of Maximum Drawdown to Risk Adjusted Performance. iShares MSCI AC's Maximum Drawdown exceeds Risk Adjusted Performance by a factor of
100.59 Other Technical Indicators