iShares MSCI Saudi Arabia ETF (KSA) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
iShares MSCI Saudi Arabia ETF (KSA): 1Y return -8.0%, Sharpe ratio -0.47, volatility 14.7%, max drawdown -11.6%. A ETF in the Equity asset class. Compare KSA with other assets and invest through your own broker with pfolio.
iShares MSCI Saudi Arabia ETF (KSA) Overview
- Type: ETF
- Asset Class: Equity
- Region: Asia
- Country: SA (Emerging)
- Currency: USD
KSA Performance
- MTD
- Return: -1.8%, Sharpe: -3.77, Volatility: 15.0%, Max Drawdown: -3.4%
- YTD
- Return: -0.6%, Sharpe: 0.03, Volatility: 15.5%, Max Drawdown: -10.9%
- 1Y
- Return: -8.0%, Sharpe: -0.47, Volatility: 14.7%, Max Drawdown: -11.6%
- 5Y
- Return: -4.5%, Sharpe: 0.02, Volatility: 15.7%, Max Drawdown: -28.1%
- 10Y
- Return: 118.3%, Sharpe: 0.49, Volatility: 19.5%, Max Drawdown: -40.6%
Frequently Asked Questions
- What is iShares MSCI Saudi Arabia ETF (KSA)?
- iShares MSCI Saudi Arabia ETF (KSA) 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 KSA compare to other assets?
- You can compare KSA with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in KSA through pfolio?
- pfolio helps you build diversified portfolios that may include KSA. You invest through your own broker — pfolio provides the analytics.