Investo Marketvector Risk Adjusted Performance
BXPO11 Etf | 136.93 2.78 2.07% |
Investo |
| = | 0.0505 |
ER[a] | = | Expected return on investing in Investo Marketvector |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Investo Marketvector Risk Adjusted Performance Peers Comparison
Investo Risk Adjusted Performance Relative To Other Indicators
Investo Marketvector Brazil is fifth 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 74.65 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Investo Marketvector Brazil is roughly 74.65
Risk Adjusted Performance |
Compare Investo Marketvector to Peers |
Thematic Opportunities
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Investo Marketvector Technical Signals
All Investo Marketvector Technical Indicators
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Math Operators | ||
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Momentum Indicators | ||
Overlap Studies | ||
Pattern Recognition | ||
Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
Risk Adjusted Performance | 0.0505 | |||
Market Risk Adjusted Performance | (0.53) | |||
Mean Deviation | 0.6756 | |||
Semi Deviation | 0.7613 | |||
Downside Deviation | 0.8248 | |||
Coefficient Of Variation | 1561.94 | |||
Standard Deviation | 0.9038 | |||
Variance | 0.8168 | |||
Information Ratio | (0.09) | |||
Jensen Alpha | 0.0592 | |||
Total Risk Alpha | (0.10) | |||
Sortino Ratio | (0.1) | |||
Treynor Ratio | (0.54) | |||
Maximum Drawdown | 3.77 | |||
Value At Risk | (1.33) | |||
Potential Upside | 1.88 | |||
Downside Variance | 0.6804 | |||
Semi Variance | 0.5795 | |||
Expected Short fall | (0.73) | |||
Skewness | 0.3774 | |||
Kurtosis | 0.2426 |