IShares JP market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for iShares JP Morgan 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
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iShares JP Morgan has current Market Risk Adjusted Performance of 0.4643.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.4643 | |
| ER[a] | = | Expected return on investing in IShares JP |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
IShares JP Market Risk Adjusted Performance Peers Comparison
IShares Market Risk Adjusted Performance Relative To Other Indicators
iShares JP Morgan is rated
fourth overall ETF in market risk adjusted performance as compared to similar ETFs. It is rated
fourth overall ETF in maximum drawdown as compared to similar ETFs reporting about
4.91 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for iShares JP Morgan is roughly
4.91
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