iShares MSCI Malaysia ETF (EWM) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
iShares MSCI Malaysia ETF (EWM): 1Y return 19.3%, Sharpe ratio 1.32, volatility 13.6%, 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: 2.7%, Sharpe: 3.64, Volatility: 9.7%, Max Drawdown: -1.5%
- YTD
- Return: 7.6%, Sharpe: 0.81, Volatility: 14.6%, Max Drawdown: -10.6%
- 1Y
- Return: 19.3%, Sharpe: 1.32, Volatility: 13.6%, Max Drawdown: -10.6%
- 5Y
- Return: 32.0%, Sharpe: 0.47, Volatility: 13.5%, Max Drawdown: -22.8%
- 10Y
- Return: 29.7%, Sharpe: 0.24, Volatility: 15.9%, 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.