IShares Global Market Risk Adjusted Performance
| IXP ETF | | | USD 125.00 -0.09 -0.07% |
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 Global's current Market Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Market Risk Adjusted Performance Value
At 0.8642, IShares Global exhibits favorable risk-adjusted return in Market Risk Adjusted Performance. IShares Global has delivered meaningful return relative to the total risk incurred.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.8642 | |
| ER[a] | = | Expected return on investing in IShares Global |
| 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
IShares Global's Market Risk Adjusted Performance of 0.8642 falls above the -0.56 peer average. Values range from -1.5466 (iShares Morningstar Small Cap) to 0.4287 (WisdomTree China ex State Owned), with tight clustering across the group. IShares Global'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 Global 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 Global's Market Risk Adjusted Performance reads
0.86 while Maximum Drawdown reads
4.20 , a
4.86 ratio between the two. This indicates Maximum Drawdown is significantly higher than Market Risk Adjusted Performance for IShares Global.
Methodology, Assumptions & Data Sources
The current Market Risk Adjusted Performance for IShares Global is 0.8642. The Market Risk Adjusted Performance for IShares Global is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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