IShares Dow Risk Adjusted Performance
| IYY ETF | | | USD 173.75 1.26 0.73% |
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 Dow's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
At 0.0534, IShares Dow exhibits positive but modest risk-adjusted return in Risk Adjusted Performance. IShares Dow has produced a positive return relative to risk, though the margin is limited.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.0534 | |
Risk Adjusted Performance Peers Comparison
IShares Dow's Risk Adjusted Performance of 0.0534 falls above the 0.01 peer average. Values range from -0.1294 (iShares Healthcare ETF) to 0.0739 (iShares Russell Top), with wide dispersion across the group. IShares Dow's risk-adjusted return exceeds the peer average, indicating more efficient compensation for risk taken.
Risk Adjusted Performance Relative To Other Indicators
The chart below plots Risk Adjusted Performance against Maximum Drawdown for IShares Dow 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 Dow's Maximum Drawdown of
3.83 runs about
71.64 times its Risk Adjusted Performance of
0.05 . This indicates Maximum Drawdown substantially exceeds Risk Adjusted Performance for IShares Dow.
Methodology, Assumptions & Data Sources
IShares Dow's Risk Adjusted Performance currently stands at 0.0534. IShares Dow's 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. The output reflects the selected calculation window — changing the horizon will produce different readings. This ETF metric is provided for analytical reference.
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