iShares ESG Aware MSCI Emerging Mkts ETF (XSEM.TO)

21.06 +0.05 (+0.24%) CAD  |  TSX  |  Nov 14, 16:00
More

XSEM.TO Historical Sharpe Ratio (5Y)

Historical Sharpe Ratio (5Y) Chart

View Historical Sharpe Ratio (5Y) for XSEM.TO.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00

Historical Historical Sharpe Ratio (5Y) Data

View and export this data back to 2024. Upgrade now.
Date Value
October 31, 2024 --
September 30, 2024 --
August 31, 2024 --
Date Value
July 31, 2024 --
June 30, 2024 --

Historical Sharpe Ratio Definition

The Sharpe Ratio measures the risk-adjusted return of a security. This is a useful metric for analyzing the return you are receiving on a security in comparison to the amount of volatility expected. The historical sharpe ratio uses historical returns to calculate the return and standard deviation.

Read full definition.

Historical Sharpe Ratio (5Y) Range, Past 5 Years

Upgrade
Minimum
Jun 2024
Upgrade
Maximum
Sep 2024
Upgrade
Average
Upgrade
Median
Oct 2024

Historical Sharpe Ratio (5Y) Benchmarks

Vanguard FTSE Emerging Mkts All Cap ETF Upgrade
iShares Core MSCI Emer Mkts IMI ETF Upgrade
iShares MSCI Min Vol Emerg Mkts ETF Upgrade
BMO MSCI Emerging Markets ETF Upgrade
iShares MSCI Emerging Markets ETF Upgrade

Historical Sharpe Ratio (5Y) Related Metrics

Alpha (5Y) Upgrade
Beta (5Y) Upgrade
Alpha (vs YCharts Benchmark) (5Y) Upgrade
Beta (vs YCharts Benchmark) (5Y) Upgrade
Annualized Standard Deviation of Monthly Returns (5Y Lookback) Upgrade
Historical Sortino (5Y) Upgrade
Max Drawdown (5Y) Upgrade
Monthly Value at Risk (VaR) 5% (5Y Lookback) Upgrade