IShares Industrials Risk Adjusted Performance
IYJ Etf | USD 142.39 1.59 1.13% |
IShares |
| = | 0.1604 |
ER[a] | = | Expected return on investing in IShares Industrials |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
IShares Industrials Risk Adjusted Performance Peers Comparison
IShares Risk Adjusted Performance Relative To Other Indicators
iShares Industrials ETF is considered the top ETF in risk adjusted performance as compared to similar ETFs. It is currently under evaluation in maximum drawdown as compared to similar ETFs reporting about 35.13 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for iShares Industrials ETF is roughly 35.13
Risk Adjusted Performance |
Compare IShares Industrials to Peers |
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IShares Industrials Technical Signals
All IShares Industrials Technical Indicators
Cycle Indicators | ||
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Overlap Studies | ||
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Price Transform | ||
Statistic Functions | ||
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Volume Indicators |
Risk Adjusted Performance | 0.1604 | |||
Market Risk Adjusted Performance | 0.1744 | |||
Mean Deviation | 0.6493 | |||
Semi Deviation | 0.4602 | |||
Downside Deviation | 0.7437 | |||
Coefficient Of Variation | 482.58 | |||
Standard Deviation | 0.8959 | |||
Variance | 0.8026 | |||
Information Ratio | 0.0612 | |||
Jensen Alpha | 0.0466 | |||
Total Risk Alpha | 0.0346 | |||
Sortino Ratio | 0.0738 | |||
Treynor Ratio | 0.1644 | |||
Maximum Drawdown | 5.64 | |||
Value At Risk | (1.13) | |||
Potential Upside | 1.39 | |||
Downside Variance | 0.5531 | |||
Semi Variance | 0.2118 | |||
Expected Short fall | (0.73) | |||
Skewness | 1.11 | |||
Kurtosis | 5.06 |