Morgan Stanley Market Risk Adjusted Performance

EVHY Etf   53.41  0.03  0.06%   
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Morgan Stanley ETF has current Market Risk Adjusted Performance of 0.0668.

MRAP

 = 

ER[a] + (1/BETA - 1)

X

ER[a] - RFR)

 = 
0.0668
ER[a] = Expected return on investing in Morgan Stanley
RFR = Risk Free Rate of return. Typically T-Bill Rate
BETA = Beta of the asset with market or selected benchmark.

Morgan Stanley Market Risk Adjusted Performance Peers Comparison

Morgan Market Risk Adjusted Performance Relative To Other Indicators

Morgan Stanley ETF is rated below average in market risk adjusted performance as compared to similar ETFs. It is rated below average in maximum drawdown as compared to similar ETFs reporting about  13.50  of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Morgan Stanley ETF is roughly  13.50 
Compare Morgan Stanley to Peers

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