iShares MSCI Turkey ETF (TUR) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
iShares MSCI Turkey ETF (TUR): 1Y return 17.8%, Sharpe ratio 0.78, volatility 24.2%, max drawdown -16.1%. A ETF in the Equity asset class. Compare TUR with other assets and invest through your own broker with pfolio.
iShares MSCI Turkey ETF (TUR) Overview
- Type: ETF
- Asset Class: Equity
- Region: Asia
- Country: TR (Emerging)
- Currency: USD
TUR Performance
- MTD
- Return: -1.7%, Sharpe: -3.06, Volatility: 15.5%, Max Drawdown: -3.1%
- YTD
- Return: 12.4%, Sharpe: 0.90, Volatility: 27.8%, Max Drawdown: -16.1%
- 1Y
- Return: 17.8%, Sharpe: 0.78, Volatility: 24.2%, Max Drawdown: -16.1%
- 5Y
- Return: 107.0%, Sharpe: 0.59, Volatility: 33.5%, Max Drawdown: -31.6%
- 10Y
- Return: 20.9%, Sharpe: 0.22, Volatility: 33.6%, Max Drawdown: -59.2%
Frequently Asked Questions
- What is iShares MSCI Turkey ETF (TUR)?
- iShares MSCI Turkey ETF (TUR) 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 TUR compare to other assets?
- You can compare TUR with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in TUR through pfolio?
- pfolio helps you build diversified portfolios that may include TUR. You invest through your own broker — pfolio provides the analytics.