Manulife Multifactor Risk Adjusted Performance
MUMC Etf | CAD 48.07 0.06 0.12% |
Manulife |
| = | 0.1345 |
ER[a] | = | Expected return on investing in Manulife Multifactor |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Manulife Multifactor Risk Adjusted Performance Peers Comparison
Manulife Risk Adjusted Performance Relative To Other Indicators
Manulife Multifactor Mid is regarded third 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 41.52 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Manulife Multifactor Mid is roughly 41.52
Risk Adjusted Performance |
Compare Manulife Multifactor to Peers |
Thematic Opportunities
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Manulife Multifactor Technical Signals
All Manulife Multifactor Technical Indicators
Cycle Indicators | ||
Math Operators | ||
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Momentum Indicators | ||
Overlap Studies | ||
Pattern Recognition | ||
Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
Risk Adjusted Performance | 0.1345 | |||
Market Risk Adjusted Performance | 0.4474 | |||
Mean Deviation | 0.5938 | |||
Semi Deviation | 0.4513 | |||
Downside Deviation | 0.7546 | |||
Coefficient Of Variation | 575.68 | |||
Standard Deviation | 0.9177 | |||
Variance | 0.8422 | |||
Information Ratio | 0.0238 | |||
Jensen Alpha | 0.1058 | |||
Total Risk Alpha | (0) | |||
Sortino Ratio | 0.0289 | |||
Treynor Ratio | 0.4374 | |||
Maximum Drawdown | 5.58 | |||
Value At Risk | (1.04) | |||
Potential Upside | 1.38 | |||
Downside Variance | 0.5695 | |||
Semi Variance | 0.2037 | |||
Expected Short fall | (0.70) | |||
Skewness | 1.65 | |||
Kurtosis | 7.87 |