iShares MSCI Peru ETF (EPU) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
iShares MSCI Peru ETF (EPU): 1Y return 52.0%, Sharpe ratio 1.43, volatility 31.8%, max drawdown -20.9%. A ETF in the Equity asset class. Compare EPU with other assets and invest through your own broker with pfolio.
iShares MSCI Peru ETF (EPU) Overview
- Type: ETF
- Asset Class: Equity
- Region: Americas
- Country: PE (Emerging)
- Currency: USD
EPU Performance
- MTD
- Return: 2.2%, Sharpe: 3.09, Volatility: 23.2%, Max Drawdown: -2.8%
- YTD
- Return: 27.4%, Sharpe: 1.07, Volatility: 33.4%, Max Drawdown: -20.9%
- 1Y
- Return: 52.0%, Sharpe: 1.43, Volatility: 31.8%, Max Drawdown: -20.9%
- 5Y
- Return: 294.9%, Sharpe: 1.21, Volatility: 24.4%, Max Drawdown: -35.6%
- 10Y
- Return: 293.4%, Sharpe: 0.69, Volatility: 23.3%, Max Drawdown: -51.0%
Frequently Asked Questions
- What is iShares MSCI Peru ETF (EPU)?
- iShares MSCI Peru ETF (EPU) 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 EPU compare to other assets?
- You can compare EPU with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in EPU through pfolio?
- pfolio helps you build diversified portfolios that may include EPU. You invest through your own broker — pfolio provides the analytics.