IShares MSCI Market Risk Adjusted Performance
| IMTM Etf | | | USD 49.15 0.42 0.86% |
Reference data associated with the Market Risk Adjusted Performance technical indicator for iShares MSCI Intl. Additional screening context is available through
Equity Screeners.
iShares MSCI Intl has current Market Risk Adjusted Performance of 0.061.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.061 | |
| ER[a] | = | Expected return on investing in IShares MSCI |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
IShares MSCI Market Risk Adjusted Performance Peers Comparison
IShares Market Risk Adjusted Performance Relative To Other Indicators
iShares MSCI Intl is rated
below average in market risk adjusted performance against similar ETFs. It is currently under evaluation in maximum drawdown against similar ETFs producing
106.04 in Maximum Drawdown for each unit of Market Risk Adjusted Performance. The spread between Maximum Drawdown and Market Risk Adjusted Performance for iShares MSCI Intl sits at
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