| CAGG Etf | | | CAD 45.48 0.21 0.46% |
CI Canadian market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for CI Canadian Aggregate 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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CI Canadian Aggregate has current Market Risk Adjusted Performance of 18.0.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 18.0 | |
| ER[a] | = | Expected return on investing in CI Canadian |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
CI Canadian Market Risk Adjusted Performance Peers Comparison
CAGG Market Risk Adjusted Performance Relative To Other Indicators
CI Canadian Aggregate is
second largest ETF in market risk adjusted performance as compared to similar ETFs. It is
second largest ETF in maximum drawdown as compared to similar ETFs reporting about
0.11 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Market Risk Adjusted Performance to Maximum Drawdown for CI Canadian Aggregate is roughly
9.50
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