IShares MSCI Market Risk Adjusted Performance
| ISCF ETF | | | USD 45.28 0.05 0.11% |
Market Risk-Adjusted Performance (MRAP) measures return relative to systematic risk (beta) rather than total risk (standard deviation). This isolates the return earned per unit of market exposure, filtering out idiosyncratic volatility that can be diversified away. Below is IShares MSCI's current Market Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Market Risk Adjusted Performance Value
IShares MSCI has a Market Risk Adjusted Performance of 0.0604, indicating positive but modest risk-adjusted return. IShares MSCI has produced a positive return relative to risk, though the margin is limited.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.0604 | |
| ER[a] | = | Expected return on investing in IShares MSCI |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Market Risk Adjusted Performance Peers Comparison
Among sector peers, IShares MSCI's Market Risk Adjusted Performance of 0.0604 is above the 0.03 group average. The range runs from -0.3274 (iShares Oil Gas) to 0.2612 (iShares MSCI Israel). IShares MSCI's risk-adjusted return exceeds the peer average, indicating more efficient compensation for risk taken.
Market Risk Adjusted Performance Relative To Other Indicators
The chart below plots Market Risk Adjusted Performance against Maximum Drawdown for IShares MSCI and its peers. Each point represents one equity — position along the horizontal axis shows Market 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 MSCI records a Market Risk Adjusted Performance of
0.06 and a Maximum Drawdown of
5.68 , yielding roughly
93.96 units of Maximum Drawdown per Market Risk Adjusted Performance. This indicates Maximum Drawdown substantially exceeds Market Risk Adjusted Performance for IShares MSCI.
Methodology, Assumptions & Data Sources
The current Market Risk Adjusted Performance for IShares MSCI is 0.0604. IShares MSCI's Market 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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