iShares MSCI Turkey ETF (TUR) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
iShares MSCI Turkey ETF (TUR): 1Y return 4.6%, Sharpe ratio 0.30, volatility 25.0%, max drawdown -21.8%. 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: 1.0%, Sharpe: 1.88, Volatility: 19.5%, Max Drawdown: -2.5%
- YTD
- Return: 0.4%, Sharpe: 0.15, Volatility: 27.2%, Max Drawdown: -21.8%
- 1Y
- Return: 4.6%, Sharpe: 0.30, Volatility: 25.0%, Max Drawdown: -21.8%
- 5Y
- Return: 85.2%, Sharpe: 0.52, Volatility: 33.7%, Max Drawdown: -31.6%
- 10Y
- Return: 18.9%, Sharpe: 0.22, Volatility: 33.5%, 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.