AdvisorShares Ranger Risk Adjusted Performance
HDGE Etf | USD 17.86 0.27 1.53% |
AdvisorShares |
| = | 0.1224 |
ER[a] | = | Expected return on investing in AdvisorShares Ranger |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
AdvisorShares Ranger Risk Adjusted Performance Peers Comparison
AdvisorShares Risk Adjusted Performance Relative To Other Indicators
AdvisorShares Ranger Equity is rated # 2 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 35.54 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for AdvisorShares Ranger Equity is roughly 35.54
Risk Adjusted Performance |
Compare AdvisorShares Ranger to Peers |
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AdvisorShares Ranger Technical Signals
All AdvisorShares Ranger Technical Indicators
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Statistic Functions | ||
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Volume Indicators |
Risk Adjusted Performance | 0.1224 | |||
Market Risk Adjusted Performance | (0.14) | |||
Mean Deviation | 0.8547 | |||
Semi Deviation | 0.8814 | |||
Downside Deviation | 0.9987 | |||
Coefficient Of Variation | 711.26 | |||
Standard Deviation | 1.04 | |||
Variance | 1.09 | |||
Information Ratio | 0.1826 | |||
Jensen Alpha | 0.089 | |||
Total Risk Alpha | 0.2022 | |||
Sortino Ratio | 0.1908 | |||
Treynor Ratio | (0.15) | |||
Maximum Drawdown | 4.35 | |||
Value At Risk | (1.40) | |||
Potential Upside | 2.1 | |||
Downside Variance | 0.9974 | |||
Semi Variance | 0.7769 | |||
Expected Short fall | (0.91) | |||
Skewness | 0.1441 | |||
Kurtosis | (0.48) |