AdvisorShares STAR Risk Adjusted Performance

VEGA Etf

USD 43.78 0.20 0.45%

AdvisorShares STAR risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for AdvisorShares STAR Global or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening tools

AdvisorShares STAR Global has current Risk Adjusted Performance of 0.0235.

RAP

(ER[a] - RFR) * STD[b])/STD[b]

RFR

0.0235

ER[a]	=	Expected return on investing in AdvisorShares STAR
RFR	=	Risk Free Rate of return. Typically T-Bill Rate
STD[b]	=	Standard Deviation of selected market or benchmark.

More Info All Equity Analysis

AdvisorShares STAR Risk Adjusted Performance Peers Comparison

AdvisorShares Risk Adjusted Performance Relative To Other Indicators

AdvisorShares STAR Global is rated second in risk adjusted performance as compared to similar ETFs. It is currently under evaluation in maximum drawdown as compared to similar ETFs reporting about 101.77 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for AdvisorShares STAR Global is roughly 101.77

Compare AdvisorShares STAR to Peers

Predict AdvisorShares STAR

Thematic Opportunities

Explore Investment Opportunities

Build portfolios using Macroaxis predefined set of investing ideas. Many of Macroaxis investing ideas can easily outperform a given market. Ideas can also be optimized per your risk profile before portfolio origination is invoked. Macroaxis thematic optimization helps investors identify companies most likely to benefit from changes or shifts in various micro-economic or local macro-level trends. Originating optimal thematic portfolios involves aligning investors' personal views, ideas, and beliefs with their actual investments.

Explore Investing Ideas

AdvisorShares STAR Technical Signals

All AdvisorShares STAR 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	0.0235
	Market Risk Adjusted Performance	0.0336
	Mean Deviation	0.405
	Semi Deviation	0.5073
	Downside Deviation	0.5425
	Coefficient Of Variation	2807.46
	Standard Deviation	0.5359
	Variance	0.2872
	Information Ratio	(0.02)
	Jensen Alpha	0.0017
	Total Risk Alpha	(0)
	Sortino Ratio	(0.02)
	Treynor Ratio	0.0236
	Maximum Drawdown	2.39
	Value At Risk	(0.99)
	Potential Upside	0.943
	Downside Variance	0.2943
	Semi Variance	0.2573
	Expected Short fall	(0.45)
	Skewness	(0.32)
	Kurtosis	0.4025

Macroaxis helps investors of all levels and skills to maximize the upside of all their holdings and minimize the risk associated with market volatility, economic swings, and company-specific events. View terms and conditions

Feedback Blog

Made with optimal in San Francisco

2024 Macroaxis LLC