iShares MSCI Philippines ETF (EPHE) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
iShares MSCI Philippines ETF (EPHE): 1Y return -5.3%, Sharpe ratio -0.17, volatility 19.4%, max drawdown -20.0%. A ETF in the Equity asset class. Compare EPHE with other assets and invest through your own broker with pfolio.
iShares MSCI Philippines ETF (EPHE) Overview
- Type: ETF
- Asset Class: Equity
- Region: Asia
- Country: PH (Emerging)
- Currency: USD
EPHE Performance
- MTD
- Return: 0.8%, Sharpe: 1.18, Volatility: 23.0%, Max Drawdown: -3.2%
- YTD
- Return: -6.2%, Sharpe: -0.30, Volatility: 20.1%, Max Drawdown: -20.0%
- 1Y
- Return: -5.3%, Sharpe: -0.17, Volatility: 19.4%, Max Drawdown: -20.0%
- 5Y
- Return: -19.7%, Sharpe: -0.14, Volatility: 18.0%, Max Drawdown: -33.0%
- 10Y
- Return: -25.8%, Sharpe: -0.02, Volatility: 21.8%, Max Drawdown: -51.6%
Frequently Asked Questions
- What is iShares MSCI Philippines ETF (EPHE)?
- iShares MSCI Philippines ETF (EPHE) is a ETF in the Equity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does EPHE compare to other assets?
- You can compare EPHE with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in EPHE through pfolio?
- pfolio helps you build diversified portfolios that may include EPHE. You invest through your own broker — pfolio provides the analytics.