| 487950 Etf | | | 9,405 55.00 0.58% |
487950 market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for 487950 or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also
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487950 has current Market Risk Adjusted Performance of 0.3754.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.3754 | |
| ER[a] | = | Expected return on investing in 487950 |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
487950 Market Risk Adjusted Performance Peers Comparison
487950 Market Risk Adjusted Performance Relative To Other Indicators
487950 is
fifth largest ETF in market risk adjusted performance as compared to similar ETFs. It is the top ETF in maximum drawdown as compared to similar ETFs reporting about
44.20 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for 487950 is roughly
44.20
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