IShares MSCI Total Risk Alpha

URTH Etf  USD 161.35  0.19  0.12%   
IShares MSCI total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for iShares MSCI World 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
  
iShares MSCI World has current Total Risk Alpha of 0.0032. The total risk alpha measures the performance of an asset by comparing its returns with those of a selected benchmark portfolio.

Total Risk Alpha

 = 

RFR + (ER[b] - ER[a])

x

STD[a] / STD[b]

 = 
0.0032
ER[a] = Expected return on investing in IShares MSCI
ER[b] = Expected return on market index or selected benchmark
STD[a] =   Standard Deviation of returns on IShares MSCI
STD[b] = Standard Deviation of selected market or benchmark
RFR = Risk Free Rate of return. Typically T-Bill Rate

IShares MSCI Total Risk Alpha Peers Comparison

IShares Total Risk Alpha Relative To Other Indicators

iShares MSCI World is rated fourth in total risk alpha as compared to similar ETFs. It is rated second in maximum drawdown as compared to similar ETFs reporting about  1,049  of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for iShares MSCI World is roughly  1,049 
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare IShares MSCI to Peers

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