Lyxor UCITS Risk Adjusted Performance

AEJ Etf  EUR 70.84  0.45  0.64%   
Lyxor UCITS risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Lyxor UCITS MSCI 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 Equity Screeners to view more equity screening tools
  
Lyxor UCITS MSCI has current Risk Adjusted Performance of 0.0977.

RAP

 = 

(ER[a] - RFR) * STD[b])/STD[b]

RFR

 = 
0.0977
ER[a] = Expected return on investing in Lyxor UCITS
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Lyxor UCITS Risk Adjusted Performance Peers Comparison

Lyxor Risk Adjusted Performance Relative To Other Indicators

Lyxor UCITS MSCI is third largest ETF in risk adjusted performance as compared to similar ETFs. It is currently under evaluation in maximum drawdown as compared to similar ETFs reporting about  57.85  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Lyxor UCITS MSCI is roughly  57.85 
Compare Lyxor UCITS to Peers

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