IShares Dow Market Risk Adjusted Performance
| IGSG Etf | | | EUR 74.04 -1.07 -1.42% |
Technical inputs supporting the Market Risk Adjusted Performance indicator for iShares Dow Jones are shown here. Values are derived from historical price and volume observations.
Risk vs Return Analysis provides context for diversified portfolio design. Additional portfolio transparency improves capital positioning. Diversification analysis considers the interaction of positions within a portfolio. All content is derived from available inputs and carries no advisory implication. A position in iShares Dow Jones is indicated here. This is part of the broader portfolio composition. 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 Dow Jones has current Market Risk Adjusted Performance of
-0.09.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | -0.09 | |
| ER[a] | = | Expected return on investing in IShares Dow |
| 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 Dow Jones maintains a
fourth standing in market risk adjusted performance across the ETF category. It is currently under evaluation in maximum drawdown across the ETF category .
Other Technical Indicators