IShares MSCI Market Risk Adjusted Performance
| ISED Etf | | | EUR 7.47 0.13 1.77% |
The Market Risk Adjusted Performance lookup presents technical context for iShares MSCI Europe and related instruments. Coverage varies by data normalization and availability; see
Equity Screeners for broader screening context.
Risk vs Return Analysis provides context for diversified portfolio design. Such insight adds context to allocation decisions within a diversified portfolio. The allocation includes a position in iShares MSCI Europe within the portfolio mix. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as various price indices.
iShares MSCI Europe has current Market Risk Adjusted Performance of 0.3563.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.3563 | |
| 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 Europe is ranked
third relative to etfs in market risk adjusted performance as compared to similar ETFs. It is currently under evaluation. in maximum drawdown as compared to similar ETFs reporting about
13.27 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for iShares MSCI Europe is roughly
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