IShares MSCI Total Risk Alpha
| IMTM Etf | | | USD 47.65 -0.83 -1.71% |
The Total Risk Alpha lookup presents technical context for iShares MSCI Intl and related instruments. Data availability can vary by region and feed;
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Risk vs Return Analysis provides context for diversified portfolio design. Broader allocation clarity strengthens diversification analysis. The allocation includes a position in iShares MSCI Intl inside the allocation mix. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in population.
iShares MSCI Intl has current Total Risk Alpha of 0.0817. The total risk alpha measures the performance of an asset by comparing its returns with those of a selected benchmark portfolio.
Total Risk Alpha | = | RFR + (ER[b] - ER[a]) | x | STD[a] / STD[b] |
| = | 0.0817 | |
| ER[a] | = | Expected return on investing in IShares MSCI |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on IShares MSCI |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
IShares MSCI Total Risk Alpha Peers Comparison
IShares Total Risk Alpha Relative To Other Indicators
iShares MSCI Intl is rated
below average in total risk alpha against similar ETFs. It is currently under evaluation in maximum drawdown against similar ETFs producing
79.17 in Maximum Drawdown for each unit of Total Risk Alpha. The spread between Maximum Drawdown and Total Risk Alpha for iShares MSCI Intl sits at
79.17 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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