IShares Ibovespa Risk Adjusted Performance

BOVA11 Etf  BRL 115.45  1.65  1.41%   
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iShares Ibovespa Index has current Risk Adjusted Performance of (0.13).

RAP

 = 

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

RFR

 = 
(0.13)
ER[a] = Expected return on investing in IShares Ibovespa
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

IShares Ibovespa Risk Adjusted Performance Peers Comparison

IShares Risk Adjusted Performance Relative To Other Indicators

iShares Ibovespa Index is rated below average in risk adjusted performance as compared to similar ETFs. It is currently under evaluation in maximum drawdown as compared to similar ETFs .
Compare IShares Ibovespa to Peers

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