IShares Core Market Risk Adjusted Performance
| IMEU Etf | | | EUR 37.43 0.22 0.59% |
Observed values used to calculate the Market Risk Adjusted Performance technical indicator for iShares Core MSCI. Values may reflect normalized price or volume observations.
iShares Core MSCI has current Market Risk Adjusted Performance of 0.2677.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.2677 | |
| ER[a] | = | Expected return on investing in IShares Core |
| 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 Core MSCI maintains a
fifth standing in market risk adjusted performance across the ETF category. It is currently under evaluation in maximum drawdown across the ETF category yielding
15.38 of Maximum Drawdown per Market Risk Adjusted Performance. For iShares Core MSCI, Maximum Drawdown stands at
15.38 times Market Risk Adjusted Performance
Other Technical Indicators