IShares Infrastructure Risk Adjusted Performance
IFRA Etf | USD 42.53 0.17 0.40% |
IShares |
| = | 0.1129 |
ER[a] | = | Expected return on investing in IShares Infrastructure |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
IShares Infrastructure Risk Adjusted Performance Peers Comparison
IShares Risk Adjusted Performance Relative To Other Indicators
iShares Infrastructure 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 45.05 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for iShares Infrastructure ETF is roughly 45.05
Risk Adjusted Performance |
Compare IShares Infrastructure to Peers |
Thematic Opportunities
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IShares Infrastructure Technical Signals
All IShares Infrastructure Technical Indicators
Cycle Indicators | ||
Math Operators | ||
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Overlap Studies | ||
Pattern Recognition | ||
Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
Risk Adjusted Performance | 0.1129 | |||
Market Risk Adjusted Performance | 0.1315 | |||
Mean Deviation | 0.7553 | |||
Semi Deviation | 0.923 | |||
Downside Deviation | 1.17 | |||
Coefficient Of Variation | 571.81 | |||
Standard Deviation | 1.01 | |||
Variance | 1.01 | |||
Information Ratio | 0.0861 | |||
Jensen Alpha | 0.0577 | |||
Total Risk Alpha | 0.0382 | |||
Sortino Ratio | 0.0742 | |||
Treynor Ratio | 0.1215 | |||
Maximum Drawdown | 5.09 | |||
Value At Risk | (1.58) | |||
Potential Upside | 1.69 | |||
Downside Variance | 1.36 | |||
Semi Variance | 0.8519 | |||
Expected Short fall | (0.76) | |||
Skewness | (0.61) | |||
Kurtosis | 1.44 |