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home / news releases / major asset classes july 2021 risk profile


USIG - Major Asset Classes | July 2021 | Risk Profile

  • GMI’s 10-year Sharpe ratio (SR) edged up for a fifth straight month to 0.86, the highest since January 2020, based on a rolling ten-year window via monthly data.
  • Profiling GMI through a drawdown lens also reflects an extended stretch of low risk.
  • GMI is useful as a baseline to begin research on asset allocation and portfolio design.

For further details see:

Major Asset Classes | July 2021 | Risk Profile
Stock Information

Company Name: iShares Broad USD Investment Grade Corporate Bond ETF
Stock Symbol: USIG
Market: NASDAQ

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