IShares Russell Market Risk Adjusted Performance
| IWS Etf | | | USD 142.59 -2.82 -1.94% |
The Market Risk Adjusted Performance calculation for IShares Russell draws on price and volume history. All inputs are based on actual trading observations from supported exchanges. IShares Russell has a market cap of 13.13 B. Use
Risk vs Return Analysis to explore allocation context. Allocation data is presented for contextual reference. This suggests a position in iShares Russell Mid Cap. This appears in the portfolio view. Position weights are derived from the portfolio construction methodology. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in manufacturing.
iShares Russell Mid Cap has current Market Risk Adjusted Performance of 0.0039.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.0039 | |
| ER[a] | = | Expected return on investing in IShares Russell |
| 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 Russell Mid Cap maintains a
fourth standing in market risk adjusted performance across the ETF category. It is currently under evaluation in maximum drawdown across the ETF category yielding
1,042 of Maximum Drawdown per Market Risk Adjusted Performance. For iShares Russell Mid Cap, Maximum Drawdown stands at
1,042 times Market Risk Adjusted Performance
Other Technical Indicators