Franklin Libertyshares Risk Adjusted Performance

EMPR Etf   21.84  0.07  0.32%   
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Franklin Libertyshares ICAV has current Risk Adjusted Performance of 0.0385.

RAP

 = 

(ER[a] - RFR) * STD[b])/STD[b]

RFR

 = 
0.0385
ER[a] = Expected return on investing in Franklin Libertyshares
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Franklin Libertyshares Risk Adjusted Performance Peers Comparison

Franklin Risk Adjusted Performance Relative To Other Indicators

Franklin Libertyshares ICAV is rated # 5 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  104.90  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Franklin Libertyshares ICAV is roughly  104.90 
Compare Franklin Libertyshares to Peers

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