IShares Cybersecurity Risk Adjusted Performance
IHAK Etf | USD 50.85 0.23 0.45% |
IShares |
| = | 0.1004 |
ER[a] | = | Expected return on investing in IShares Cybersecurity |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
IShares Cybersecurity Risk Adjusted Performance Peers Comparison
IShares Risk Adjusted Performance Relative To Other Indicators
iShares Cybersecurity and is rated fourth overall 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 52.87 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for iShares Cybersecurity and is roughly 52.87
Risk Adjusted Performance |
Compare IShares Cybersecurity to Peers |
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IShares Cybersecurity Technical Signals
All IShares Cybersecurity Technical Indicators
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Statistic Functions | ||
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Volume Indicators |
Risk Adjusted Performance | 0.1004 | |||
Market Risk Adjusted Performance | 0.1339 | |||
Mean Deviation | 0.8229 | |||
Semi Deviation | 0.9628 | |||
Downside Deviation | 1.11 | |||
Coefficient Of Variation | 743.37 | |||
Standard Deviation | 1.07 | |||
Variance | 1.15 | |||
Information Ratio | 0.0184 | |||
Jensen Alpha | 0.0102 | |||
Total Risk Alpha | (0.04) | |||
Sortino Ratio | 0.0177 | |||
Treynor Ratio | 0.1239 | |||
Maximum Drawdown | 5.31 | |||
Value At Risk | (1.85) | |||
Potential Upside | 1.84 | |||
Downside Variance | 1.24 | |||
Semi Variance | 0.9269 | |||
Expected Short fall | (0.85) | |||
Skewness | (0.11) | |||
Kurtosis | 0.2317 |