IShares Trust Market Risk Adjusted Performance
| TLTW Etf | | | USD 22.32 -0.41 -1.80% |
This dataset for iShares Trust reflects inputs used in the Market Risk Adjusted Performance calculation. Values are derived from historical price and volume observations. Data coverage may vary across sources and reporting intervals. Use
World Market Map to better understand diversified portfolio construction. The diversification view provides additional analytical depth. Position sizing and allocation together define the portfolio construction approach. This reflects a position in iShares Trust . This is situated within the portfolio mix. The allocation framework shapes how individual positions are weighted. This information is provided for contextual purposes. 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.
The
How to Trade IShares Etf guide covers approaches for trading IShares Trust effectively.
iShares Trust has current Market Risk Adjusted Performance of 0.1985.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.1985 | |
| ER[a] | = | Expected return on investing in IShares Trust |
| 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 Trust falls in the
fourth position for market risk adjusted performance relative to ETF peers. It is currently under evaluation for maximum drawdown relative to ETF peers reflecting a
11.71 ratio of Maximum Drawdown to Market Risk Adjusted Performance. iShares Trust 's Maximum Drawdown exceeds Market Risk Adjusted Performance by a factor of
11.71 Other Technical Indicators