Innovator MSCI Market Risk Adjusted Performance
| IJUL Etf | | | USD 33.48 0.44 1.33% |
This module presents the Market Risk Adjusted Performance indicator for Innovator MSCI EAFE using available market inputs. Exchange-specific data schedules may affect the recency of readings. For portfolio construction context, review
Risk vs Return Analysis. This view summarizes available data without implying outcomes. Innovator MSCI EAFE can be included in a portfolio to evaluate diversification impact. Diversification analysis reveals overlap and concentration across holdings. Broader economic conditions can influence Innovator MSCI EAFE's etf valuation — related indicators include
signals in manufacturing.
Innovator MSCI EAFE has current Market Risk Adjusted Performance of 0.0129.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.0129 | |
| ER[a] | = | Expected return on investing in Innovator MSCI |
| 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
Innovator MSCI EAFE is rated
below average for market risk adjusted performance within its ETF group. It is currently under evaluation for maximum drawdown within its ETF group where Maximum Drawdown runs almost
209.91 per Market Risk Adjusted Performance. Innovator MSCI EAFE's Maximum Drawdown registers at
209.91 relative to Market Risk Adjusted Performance
Other Technical Indicators