Stance Sustainable Risk Adjusted Performance
STSB Etf | USD 25.41 0.03 0.12% |
Stance |
| = | 0.137 |
ER[a] | = | Expected return on investing in Stance Sustainable |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Stance Sustainable Risk Adjusted Performance Peers Comparison
Stance Risk Adjusted Performance Relative To Other Indicators
Stance Sustainable Beta is rated second 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 16.41 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Stance Sustainable Beta is roughly 16.41
Risk Adjusted Performance |
Compare Stance Sustainable to Peers |
Thematic Opportunities
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Stance Sustainable Technical Signals
All Stance Sustainable Technical Indicators
Cycle Indicators | ||
Math Operators | ||
Math Transform | ||
Momentum Indicators | ||
Overlap Studies | ||
Pattern Recognition | ||
Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
Risk Adjusted Performance | 0.137 | |||
Market Risk Adjusted Performance | 0.7847 | |||
Mean Deviation | 0.4946 | |||
Semi Deviation | 0.3841 | |||
Downside Deviation | 0.596 | |||
Coefficient Of Variation | 522.19 | |||
Standard Deviation | 0.6125 | |||
Variance | 0.3752 | |||
Information Ratio | 0.0281 | |||
Jensen Alpha | 0.0948 | |||
Total Risk Alpha | 0.0312 | |||
Sortino Ratio | 0.0288 | |||
Treynor Ratio | 0.7747 | |||
Maximum Drawdown | 2.25 | |||
Value At Risk | (0.78) | |||
Potential Upside | 0.8953 | |||
Downside Variance | 0.3553 | |||
Semi Variance | 0.1475 | |||
Expected Short fall | (0.57) | |||
Skewness | 0.0952 | |||
Kurtosis | (0.65) |