IShares Core Market Risk Adjusted Performance
| ITOT Etf | | | USD 146.21 0.00 0.00% |
Reference data associated with the Market Risk Adjusted Performance technical indicator for iShares Core SAMPP. Indicator inputs depend on available historical price observations.
iShares Core SAMPP has current Market Risk Adjusted Performance of 0.3177.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.3177 | |
| 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. |
IShares Core Market Risk Adjusted Performance Peers Comparison
IShares Market Risk Adjusted Performance Relative To Other Indicators
iShares Core SAMPP maintains a
second standing in market risk adjusted performance across the ETF category. It is currently under evaluation in maximum drawdown across the ETF category yielding
11.73 of Maximum Drawdown per Market Risk Adjusted Performance. For iShares Core SAMPP, Maximum Drawdown stands at
11.73 times Market Risk Adjusted Performance
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