KraneShares MSCI Market Risk Adjusted Performance
| KGRN Etf | | | USD 28.22 -0.59 -2.05% |
This dataset for KraneShares MSCI China reflects inputs used in the Market Risk Adjusted Performance calculation. Data availability for the calculation period determines indicator completeness. Diversification context is available through
Correlation Analysis. Allocation context can improve visibility into portfolio balance. A position in KraneShares MSCI China is indicated here. This is part of the broader portfolio composition. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in main economic indicators.
KraneShares MSCI China has current Market Risk Adjusted Performance of
-0.11.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | -0.11 | |
| ER[a] | = | Expected return on investing in KraneShares MSCI |
| 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
KraneShares MSCI China is rated
below average in market risk adjusted performance against similar ETFs. It is currently under evaluation in maximum drawdown against similar ETFs .
Other Technical Indicators