| BOVX11 Etf | | | 13.14 0.13 1.00% |
Trend ETF market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Trend ETF Ibovespa 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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Trend ETF Ibovespa has current Market Risk Adjusted Performance of 0.5433.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.5433 | |
| ER[a] | = | Expected return on investing in Trend ETF |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Trend ETF Market Risk Adjusted Performance Peers Comparison
Trend Market Risk Adjusted Performance Relative To Other Indicators
Trend ETF Ibovespa is
third largest ETF in market risk adjusted performance as compared to similar ETFs. It is
fourth largest ETF in maximum drawdown as compared to similar ETFs reporting about
8.36 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Trend ETF Ibovespa is roughly
8.36
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