IShares Expanded Market Risk Adjusted Performance
| IGM Etf | | | USD 122.44 1.87 1.55% |
This dataset for iShares Expanded Tech reflects inputs used in the Market Risk Adjusted Performance calculation. Data availability for the calculation period determines indicator completeness. IShares Expanded has a market cap of 2.3 B.
Risk vs Return Analysis can help frame allocation decisions. A position in iShares Expanded Tech appears within the mix. The relative size of each holding follows the allocation framework. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in census.
iShares Expanded Tech has current Market Risk Adjusted Performance of
-0.07.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | -0.07 | |
| ER[a] | = | Expected return on investing in IShares Expanded |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Market Risk Adjusted Performance Peers Comparison
Market Risk Adjusted Performance Relative To Other Indicators
iShares Expanded Tech is rated
below average in market risk adjusted performance against similar ETFs. It is currently under evaluation in maximum drawdown against similar ETFs .
Other Technical Indicators