HSBC MSCI Risk Adjusted Performance

MJP Etf  EUR 37.39  0.49  1.33%   
HSBC MSCI risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for HSBC MSCI Japan or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening tools
  
HSBC MSCI Japan has current Risk Adjusted Performance of 0.0212.

RAP

 = 

(ER[a] - RFR) * STD[b])/STD[b]

RFR

 = 
0.0212
ER[a] = Expected return on investing in HSBC MSCI
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

HSBC MSCI Risk Adjusted Performance Peers Comparison

HSBC Risk Adjusted Performance Relative To Other Indicators

HSBC MSCI Japan is rated below average in risk adjusted performance as compared to similar ETFs. It is regarded fifth largest ETF in maximum drawdown as compared to similar ETFs reporting about  207.51  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for HSBC MSCI Japan is roughly  207.51 
Compare HSBC MSCI to Peers

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