iShares MSCI Malaysia ETF (EWM) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
iShares MSCI Malaysia ETF (EWM): 1Y return 18.4%, Sharpe ratio 1.25, volatility 13.9%, max drawdown -10.6%. 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: 2.0%, Sharpe: 5.23, Volatility: 10.9%, Max Drawdown: -1.1%
- YTD
- Return: 2.6%, Sharpe: 0.38, Volatility: 15.2%, Max Drawdown: -10.6%
- 1Y
- Return: 18.4%, Sharpe: 1.25, Volatility: 13.9%, Max Drawdown: -10.6%
- 5Y
- Return: 33.2%, Sharpe: 0.48, Volatility: 13.5%, Max Drawdown: -22.8%
- 10Y
- Return: 23.3%, Sharpe: 0.21, 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.