BJAN Etf | | | USD 47.84 0.05 0.10% |
Innovator market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Innovator SP 500 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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Innovator SP 500 has current Market Risk Adjusted Performance of 1.68.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 1.68 | |
ER[a] | = | Expected return on investing in Innovator |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
BETA | = | Beta of the asset with market or selected benchmark. |
Innovator Market Risk Adjusted Performance Peers Comparison
Innovator Market Risk Adjusted Performance Relative To Other Indicators
Innovator SP 500 is the top ETF in market risk adjusted performance as compared to similar ETFs. It is currently under evaluation in maximum drawdown as compared to similar ETFs reporting about
0.62 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Market Risk Adjusted Performance to Maximum Drawdown for Innovator SP 500 is roughly
1.60
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