BlackRock World Market Risk Adjusted Performance
| LCTD Etf | | | USD 55.01 0.00 0.00% |
The Market Risk Adjusted Performance calculation for BlackRock World draws on price and volume history. Each data point is derived from standardized price and volume feeds. For portfolio construction context, review
Correlation Analysis. Diversification context helps frame allocation across holdings. The construction of a diversified portfolio involves managing position exposure. The allocation shows a weighting toward BlackRock World ex. The position is captured in the allocation summary. Each holding is sized according to the methodology applied to the portfolio. All content is derived from available inputs and carries no advisory implication. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in real.
BlackRock World ex has current Market Risk Adjusted Performance of
-0.09.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | -0.09 | |
| ER[a] | = | Expected return on investing in BlackRock World |
| 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
BlackRock World ex is rated
below average for market risk adjusted performance among peer ETFs. It is currently under evaluation for maximum drawdown among peer ETFs .
Other Technical Indicators