VictoryShares Small Risk Adjusted Performance
CSB Etf | USD 61.90 0.33 0.53% |
VictoryShares |
| = | 0.116 |
ER[a] | = | Expected return on investing in VictoryShares Small |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
VictoryShares Small Risk Adjusted Performance Peers Comparison
VictoryShares Risk Adjusted Performance Relative To Other Indicators
VictoryShares Small Cap is fourth 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 64.12 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for VictoryShares Small Cap is roughly 64.12
Risk Adjusted Performance |
Compare VictoryShares Small to Peers |
Thematic Opportunities
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VictoryShares Small Technical Signals
All VictoryShares Small Technical Indicators
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Statistic Functions | ||
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Volume Indicators |
Risk Adjusted Performance | 0.116 | |||
Market Risk Adjusted Performance | 0.1382 | |||
Mean Deviation | 0.7984 | |||
Semi Deviation | 0.5172 | |||
Downside Deviation | 0.7408 | |||
Coefficient Of Variation | 647.08 | |||
Standard Deviation | 1.16 | |||
Variance | 1.35 | |||
Information Ratio | 0.0585 | |||
Jensen Alpha | 0.035 | |||
Total Risk Alpha | 0.0068 | |||
Sortino Ratio | 0.0919 | |||
Treynor Ratio | 0.1282 | |||
Maximum Drawdown | 7.44 | |||
Value At Risk | (1.15) | |||
Potential Upside | 1.77 | |||
Downside Variance | 0.5487 | |||
Semi Variance | 0.2675 | |||
Expected Short fall | (1.02) | |||
Skewness | 2.24 | |||
Kurtosis | 9.5 |