IShares Trust Risk Adjusted Performance

EGUS Etf   43.64  0.04  0.09%   
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iShares Trust has current Risk Adjusted Performance of 0.0959.

RAP

 = 

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

RFR

 = 
0.0959
ER[a] = Expected return on investing in IShares Trust
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

IShares Trust Risk Adjusted Performance Peers Comparison

IShares Risk Adjusted Performance Relative To Other Indicators

iShares Trust is rated # 4 ETF in risk adjusted performance as compared to similar ETFs. It is currently under evaluation in maximum drawdown as compared to similar ETFs reporting about  50.88  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for iShares Trust is roughly  50.88 
Compare IShares Trust to Peers

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