iShares MSCI Peru ETF (EPU) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
iShares MSCI Peru ETF (EPU): 1Y return 78.1%, Sharpe ratio 1.96, volatility 31.0%, 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: 2.0%, Sharpe: 2.02, Volatility: 30.1%, Max Drawdown: -3.4%
- YTD
- Return: 19.7%, Sharpe: 1.07, Volatility: 37.2%, Max Drawdown: -20.9%
- 1Y
- Return: 78.1%, Sharpe: 1.96, Volatility: 31.0%, Max Drawdown: -20.9%
- 5Y
- Return: 266.9%, Sharpe: 1.14, Volatility: 24.7%, Max Drawdown: -35.6%
- 10Y
- Return: 269.0%, Sharpe: 0.66, Volatility: 23.2%, 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.