Guardian Canadian Risk Adjusted Performance
GCBD Etf | 18.83 0.13 0.70% |
Guardian |
| = | 0.1066 |
ER[a] | = | Expected return on investing in Guardian Canadian |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Guardian Canadian Risk Adjusted Performance Peers Comparison
Guardian Risk Adjusted Performance Relative To Other Indicators
Guardian Canadian Bond is rated # 3 ETF in risk adjusted performance as compared to similar ETFs. It is rated below average in maximum drawdown as compared to similar ETFs reporting about 20.66 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Guardian Canadian Bond is roughly 20.66
Risk Adjusted Performance |
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Thematic Opportunities
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Guardian Canadian Technical Signals
All Guardian Canadian Technical Indicators
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Statistic Functions | ||
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Volume Indicators |
Risk Adjusted Performance | 0.1066 | |||
Market Risk Adjusted Performance | 0.6876 | |||
Mean Deviation | 0.2928 | |||
Semi Deviation | 0.2149 | |||
Downside Deviation | 0.4307 | |||
Coefficient Of Variation | 646.35 | |||
Standard Deviation | 0.3922 | |||
Variance | 0.1538 | |||
Information Ratio | 0.2834 | |||
Jensen Alpha | 0.0552 | |||
Total Risk Alpha | 0.0824 | |||
Sortino Ratio | 0.2581 | |||
Treynor Ratio | 0.6776 | |||
Maximum Drawdown | 2.2 | |||
Value At Risk | (0.54) | |||
Potential Upside | 0.6952 | |||
Downside Variance | 0.1855 | |||
Semi Variance | 0.0462 | |||
Expected Short fall | (0.35) | |||
Skewness | 0.0843 | |||
Kurtosis | 0.9446 |