IShares MSCI Risk Adjusted Performance
| SDG ETF | | | USD 91.21 1.70 1.90% |
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
IShares MSCI carries a Risk Adjusted Performance of 0.08, consistent with 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 |
| = | 0.08 | |
Risk Adjusted Performance Peers Comparison
The peer group averages 0.08 for Risk Adjusted Performance, with IShares MSCI at 0.08 falling below that level. Readings span 0.0184 (Invesco Zacks Mid Cap) to 0.1451 (iShares Self Driving EV). 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
0.08 and a Maximum Drawdown of
5.08 , yielding roughly
63.56 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 0.08. IShares MSCI'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. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
Other Technical Indicators