Ishares Municipal Risk Adjusted Performance

BIDPX Fund

USD 11.08 0.01 0.09%

Ishares Municipal risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Ishares Municipal Bond or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening tools

Ishares Municipal Bond has current Risk Adjusted Performance of 0.0051.

RAP

(ER[a] - RFR) * STD[b])/STD[b]

RFR

0.0051

ER[a]	=	Expected return on investing in Ishares Municipal
RFR	=	Risk Free Rate of return. Typically T-Bill Rate
STD[b]	=	Standard Deviation of selected market or benchmark.

More Info All Equity Analysis

Ishares Municipal Risk Adjusted Performance Peers Comparison

Ishares Risk Adjusted Performance Relative To Other Indicators

Ishares Municipal Bond is rated below average in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 266.92 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Ishares Municipal Bond is roughly 266.92

Compare Ishares Municipal to Peers

Predict Ishares Municipal

Thematic Opportunities

Explore Investment Opportunities

Build portfolios using Macroaxis predefined set of investing ideas. Many of Macroaxis investing ideas can easily outperform a given market. Ideas can also be optimized per your risk profile before portfolio origination is invoked. Macroaxis thematic optimization helps investors identify companies most likely to benefit from changes or shifts in various micro-economic or local macro-level trends. Originating optimal thematic portfolios involves aligning investors' personal views, ideas, and beliefs with their actual investments.

Explore Investing Ideas

Ishares Municipal Technical Signals

All Ishares Municipal Technical Indicators

	Cycle Indicators
	Math Operators
	Math Transform
	Momentum Indicators
	Overlap Studies
	Pattern Recognition
	Price Transform
	Statistic Functions
	Volatility Indicators
	Volume Indicators

	Risk Adjusted Performance	0.0051
	Market Risk Adjusted Performance	0.0263
	Mean Deviation	0.1386
	Semi Deviation	0.2197
	Downside Deviation	0.3679
	Coefficient Of Variation	2746.93
	Standard Deviation	0.2334
	Variance	0.0545
	Information Ratio	(0.52)
	Jensen Alpha	0.0097
	Total Risk Alpha	(0.04)
	Sortino Ratio	(0.33)
	Treynor Ratio	0.0163
	Maximum Drawdown	1.36
	Value At Risk	(0.45)
	Potential Upside	0.2732
	Downside Variance	0.1354
	Semi Variance	0.0483
	Expected Short fall	(0.18)
	Skewness	(1.35)
	Kurtosis	6.72

Macroaxis helps investors of all levels and skills to maximize the upside of all their holdings and minimize the risk associated with market volatility, economic swings, and company-specific events. View terms and conditions

Feedback Blog

Made with optimal in San Francisco

2024 Macroaxis LLC