IShares MSCI Total Risk Alpha
| SMMV Etf | | | USD 45.44 0.04 0.09% |
The Total Risk Alpha technical lookup provides context for iShares MSCI USA and related instruments. Availability can vary by instrument;
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World Market Map provides context for diversified portfolio construction. Refined allocation visibility enhances overall portfolio context. This reflects a position in iShares MSCI USA within the allocation view. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in state.
iShares MSCI USA has current Total Risk Alpha of 0.0737. The total risk alpha measures the performance of an asset by comparing its returns with those of a selected benchmark portfolio.
Total Risk Alpha | = | RFR + (ER[b] - ER[a]) | x | STD[a] / STD[b] |
| = | 0.0737 | |
| ER[a] | = | Expected return on investing in IShares MSCI |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on IShares MSCI |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
IShares MSCI Total Risk Alpha Peers Comparison
IShares Total Risk Alpha Relative To Other Indicators
iShares MSCI USA is rated
below average. in total risk alpha as compared to similar ETFs. It is currently under evaluation. in maximum drawdown as compared to similar ETFs reporting about
32.10 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for iShares MSCI USA is roughly
32.10 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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