IShares ESG Market Risk Adjusted Performance
| XVV Etf | | | USD 49.81 -1.04 -2.05% |
Reference data associated with the Market Risk Adjusted Performance technical indicator for iShares ESG Screened. Indicator values reflect available price and volume data where applicable.
iShares ESG Screened has current Market Risk Adjusted Performance of 0.2971.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.2971 | |
| ER[a] | = | Expected return on investing in IShares ESG |
| 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 ESG Screened falls in the
second position for market risk adjusted performance relative to ETF peers. It is currently under evaluation for maximum drawdown relative to ETF peers reflecting a
13.10 ratio of Maximum Drawdown to Market Risk Adjusted Performance. iShares ESG Screened's Maximum Drawdown exceeds Market Risk Adjusted Performance by a factor of
13.10 Other Technical Indicators