WisdomTree Battery Risk Adjusted Performance
WATT Etf | 16.00 0.22 1.36% |
WisdomTree |
| = | 0.0579 |
ER[a] | = | Expected return on investing in WisdomTree Battery |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
WisdomTree Battery Risk Adjusted Performance Peers Comparison
WisdomTree Risk Adjusted Performance Relative To Other Indicators
WisdomTree Battery Metals is rated below average in risk adjusted performance as compared to similar ETFs. It is rated below average in maximum drawdown as compared to similar ETFs reporting about 82.36 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for WisdomTree Battery Metals is roughly 82.36
Risk Adjusted Performance |
Compare WisdomTree Battery to Peers |
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WisdomTree Battery Technical Signals
All WisdomTree Battery 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 | 0.0579 | |||
Market Risk Adjusted Performance | 0.3612 | |||
Mean Deviation | 0.7387 | |||
Semi Deviation | 0.8327 | |||
Downside Deviation | 0.9159 | |||
Coefficient Of Variation | 1413.38 | |||
Standard Deviation | 0.9514 | |||
Variance | 0.9051 | |||
Information Ratio | 0.0401 | |||
Jensen Alpha | 0.0542 | |||
Total Risk Alpha | 0.0344 | |||
Sortino Ratio | 0.0417 | |||
Treynor Ratio | 0.3512 | |||
Maximum Drawdown | 4.77 | |||
Value At Risk | (1.36) | |||
Potential Upside | 1.77 | |||
Downside Variance | 0.8389 | |||
Semi Variance | 0.6934 | |||
Expected Short fall | (0.81) | |||
Skewness | 0.0625 | |||
Kurtosis | 0.3751 |