IShares MSCI Risk Adjusted Performance
| ISCF ETF | | | USD 45.23 0.93 2.10% |
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 MSCI's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
A Risk Adjusted Performance of 0.0504 for IShares MSCI signals positive but modest risk-adjusted return. IShares MSCI has produced a positive return relative to risk, though the margin is limited.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.0504 | |
Risk Adjusted Performance Peers Comparison
Among sector peers, IShares MSCI's Risk Adjusted Performance of 0.0504 is below the 0.06 group average. The range runs from -0.031 (SPDR SAMPP China) to 0.1413 (iShares MSCI Israel). IShares MSCI's risk-adjusted return trails the peer average, indicating less efficient compensation for the risk incurred.
Risk Adjusted Performance Relative To Other Indicators
The chart below plots Risk Adjusted Performance against Maximum Drawdown for IShares MSCI 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 MSCI records a Risk Adjusted Performance of
0.05 and a Maximum Drawdown of
5.68 , yielding roughly
112.61 units of Maximum Drawdown per Risk Adjusted Performance. This indicates Maximum Drawdown substantially exceeds Risk Adjusted Performance for IShares MSCI.
Methodology, Assumptions & Data Sources
The current Risk Adjusted Performance for IShares MSCI is 0.0504. The Risk Adjusted Performance for IShares MSCI is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
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