FlexShares STOXX Risk Adjusted Performance
ESG Etf | USD 138.35 0.19 0.14% |
FlexShares |
| = | 0.0398 |
ER[a] | = | Expected return on investing in FlexShares STOXX |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
FlexShares STOXX Risk Adjusted Performance Peers Comparison
FlexShares Risk Adjusted Performance Relative To Other Indicators
FlexShares STOXX ESG is rated # 3 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 134.34 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for FlexShares STOXX ESG is roughly 134.34
Risk Adjusted Performance |
Compare FlexShares STOXX to Peers |
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FlexShares STOXX Technical Signals
All FlexShares STOXX Technical Indicators
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Price Transform | ||
Statistic Functions | ||
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Volume Indicators |
Risk Adjusted Performance | 0.0398 | |||
Market Risk Adjusted Performance | 0.1889 | |||
Mean Deviation | 0.5684 | |||
Semi Deviation | 0.8236 | |||
Downside Deviation | 0.8795 | |||
Coefficient Of Variation | 1977.99 | |||
Standard Deviation | 0.7627 | |||
Variance | 0.5817 | |||
Information Ratio | 0.0145 | |||
Jensen Alpha | 0.0258 | |||
Total Risk Alpha | 0.0118 | |||
Sortino Ratio | 0.0126 | |||
Treynor Ratio | 0.1789 | |||
Maximum Drawdown | 5.35 | |||
Value At Risk | (1.09) | |||
Potential Upside | 1.03 | |||
Downside Variance | 0.7735 | |||
Semi Variance | 0.6784 | |||
Expected Short fall | (0.53) | |||
Skewness | (0.54) | |||
Kurtosis | 3.24 |