IShares Bloomberg Risk Adjusted Performance
| CMDY ETF | | | USD 61.15 0.07 0.11% |
Risk-Adjusted Performance (RAP) measures the return an equity would have generated if it carried the same total risk (standard deviation) as the market. Derived from the Sharpe Ratio, RAP is expressed in percentage terms, making direct comparison across assets with different volatility profiles straightforward. Below is IShares Bloomberg's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
At 0.1832, IShares Bloomberg exhibits positive but modest risk-adjusted return in Risk Adjusted Performance. IShares Bloomberg has produced a positive return relative to risk, though the margin is limited.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.1832 | |
Risk Adjusted Performance Peers Comparison
IShares Bloomberg's Risk Adjusted Performance of 0.1832 falls above the 0.04 peer average. Values range from -0.1398 (AGFiQ Market Neutral) to 0.1389 (TCW AAA CLO), with wide dispersion across the group. IShares Bloomberg's risk-adjusted return exceeds the peer average, indicating more efficient compensation for risk taken.
Risk Adjusted Performance Relative To Other Indicators
The chart below plots Risk Adjusted Performance against Maximum Drawdown for IShares Bloomberg and its peers. Each point represents one equity — position along the horizontal axis shows Risk Adjusted Performance while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
IShares Bloomberg's Maximum Drawdown of
6.40 runs about
34.95 times its Risk Adjusted Performance of
0.18 . This indicates Maximum Drawdown substantially exceeds Risk Adjusted Performance for IShares Bloomberg.
Methodology, Assumptions & Data Sources
The current Risk Adjusted Performance for IShares Bloomberg is 0.1832. IShares Bloomberg's Risk Adjusted Performance is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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