iShares MSCI Philippines ETF (EPHE) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
iShares MSCI Philippines ETF (EPHE): 1Y return -12.6%, Sharpe ratio -0.61, volatility 18.5%, max drawdown -16.2%. 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: -1.4%, Sharpe: -0.94, Volatility: 16.6%, Max Drawdown: -5.4%
- YTD
- Return: -4.3%, Sharpe: -0.43, Volatility: 19.4%, Max Drawdown: -15.9%
- 1Y
- Return: -12.6%, Sharpe: -0.61, Volatility: 18.5%, Max Drawdown: -16.2%
- 5Y
- Return: -15.2%, Sharpe: -0.09, Volatility: 17.7%, Max Drawdown: -33.0%
- 10Y
- Return: -27.4%, Sharpe: -0.03, 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.