| BREA Etf | | | CAD 26.84 0.21 0.79% |
Brompton Sustainable market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Brompton Sustainable Real 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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Brompton Sustainable Real has current Market Risk Adjusted Performance of 0.0423.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.0423 | |
| ER[a] | = | Expected return on investing in Brompton Sustainable |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Brompton Sustainable Market Risk Adjusted Performance Peers Comparison
Brompton Market Risk Adjusted Performance Relative To Other Indicators
Brompton Sustainable Real is rated
below average 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
118.92 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Brompton Sustainable Real is roughly
118.92
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