iShares MSCI Malaysia ETF (EWM) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
iShares MSCI Malaysia ETF (EWM): 1Y return 9.7%, Sharpe ratio 0.71, volatility 14.0%, max drawdown -11.5%. A ETF in the Equity asset class. Compare EWM with other assets and invest through your own broker with pfolio.
iShares MSCI Malaysia ETF (EWM) Overview
- Type: ETF
- Asset Class: Equity
- Region: Asia
- Country: MY (Emerging)
- Currency: USD
EWM Performance
- MTD
- Return: -2.2%, Sharpe: -3.79, Volatility: 17.7%, Max Drawdown: -3.7%
- YTD
- Return: -0.1%, Sharpe: 0.07, Volatility: 14.8%, Max Drawdown: -11.5%
- 1Y
- Return: 9.7%, Sharpe: 0.71, Volatility: 14.0%, Max Drawdown: -11.5%
- 5Y
- Return: 22.1%, Sharpe: 0.35, Volatility: 13.6%, Max Drawdown: -22.8%
- 10Y
- Return: 25.8%, Sharpe: 0.22, Volatility: 15.8%, Max Drawdown: -43.8%
Frequently Asked Questions
- What is iShares MSCI Malaysia ETF (EWM)?
- iShares MSCI Malaysia ETF (EWM) 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 EWM compare to other assets?
- You can compare EWM with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in EWM through pfolio?
- pfolio helps you build diversified portfolios that may include EWM. You invest through your own broker — pfolio provides the analytics.