IShares MSCI Total Risk Alpha
| WCSS Etf | | | USD 6.18 -0.01 -0.16% |
The Total Risk Alpha lookup presents technical context for iShares MSCI World and related instruments. Coverage varies by data normalization and availability; see
Equity Screeners for broader screening context.
Your Current Watchlist provides context for diversified portfolio design. Such insight adds context to allocation decisions within a diversified portfolio. The allocation includes a position in iShares MSCI World within the portfolio mix. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in inflation.
iShares MSCI World has current Total Risk Alpha of 0.082. 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] |
| = | 0.082 | |
| 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 World is evaluated as
third in Total Risk Alpha in total risk alpha as compared to similar ETFs. It is currently under evaluation. in maximum drawdown as compared to similar ETFs reporting about
55.84 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for iShares MSCI World is roughly
55.84 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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