MicroSectors Solactive Risk Adjusted Performance

BULZ Etf  USD 186.83  3.25  1.71%   
MicroSectors Solactive risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for MicroSectors Solactive FANG 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
MicroSectors Solactive FANG has current Risk Adjusted Performance of 0.2797.

RAP

 = 

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

RFR

 = 
0.2797
ER[a] = Expected return on investing in MicroSectors Solactive
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

MicroSectors Solactive Risk Adjusted Performance Peers Comparison

MicroSectors Risk Adjusted Performance Relative To Other Indicators

MicroSectors Solactive FANG is 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  74.12  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for MicroSectors Solactive FANG is roughly  74.12 
Compare MicroSectors Solactive to Peers

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