iShares MSCI China ETF (MCHI) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
iShares MSCI China ETF (MCHI): 1Y return -2.6%, Sharpe ratio -0.03, volatility 20.1%, max drawdown -23.2%. A ETF in the Equity asset class. Compare MCHI with other assets and invest through your own broker with pfolio.
iShares MSCI China ETF (MCHI) Overview
- Type: ETF
- Asset Class: Equity
- Region: Asia
- Country: CN (Emerging)
- Currency: USD
MCHI Performance
- MTD
- Return: 2.9%, Sharpe: 4.21, Volatility: 19.8%, Max Drawdown: -1.2%
- YTD
- Return: -12.0%, Sharpe: -1.03, Volatility: 20.6%, Max Drawdown: -20.9%
- 1Y
- Return: -2.6%, Sharpe: -0.03, Volatility: 20.1%, Max Drawdown: -23.2%
- 5Y
- Return: -24.9%, Sharpe: -0.04, Volatility: 30.1%, Max Drawdown: -54.3%
- 10Y
- Return: 45.6%, Sharpe: 0.27, Volatility: 26.8%, Max Drawdown: -62.8%
Frequently Asked Questions
- What is iShares MSCI China ETF (MCHI)?
- iShares MSCI China ETF (MCHI) 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 MCHI compare to other assets?
- You can compare MCHI with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in MCHI through pfolio?
- pfolio helps you build diversified portfolios that may include MCHI. You invest through your own broker — pfolio provides the analytics.