Fundamental Income Risk Adjusted Performance
NETL Etf | USD 24.91 0.21 0.85% |
Fundamental | Build AI portfolio with Fundamental Etf |
| = | 0.0554 |
ER[a] | = | Expected return on investing in Fundamental Income |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Fundamental Income Risk Adjusted Performance Peers Comparison
Fundamental Risk Adjusted Performance Relative To Other Indicators
Fundamental Income Net is regarded 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 71.37 of Maximum Drawdown per Risk Adjusted Performance.
Risk Adjusted Performance |
Compare Fundamental Income to Peers |
Thematic Opportunities
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Fundamental Income Technical Signals
All Fundamental Income 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 | 0.0554 | |||
Market Risk Adjusted Performance | (0.21) | |||
Mean Deviation | 0.6645 | |||
Semi Deviation | 0.7532 | |||
Downside Deviation | 0.876 | |||
Coefficient Of Variation | 1316.26 | |||
Standard Deviation | 0.8771 | |||
Variance | 0.7693 | |||
Information Ratio | (0.06) | |||
Jensen Alpha | 0.0856 | |||
Total Risk Alpha | (0.08) | |||
Sortino Ratio | (0.06) | |||
Treynor Ratio | (0.22) | |||
Maximum Drawdown | 3.95 | |||
Value At Risk | (1.32) | |||
Potential Upside | 1.55 | |||
Downside Variance | 0.7674 | |||
Semi Variance | 0.5673 | |||
Expected Short fall | (0.83) | |||
Skewness | (0.22) | |||
Kurtosis | 0.4556 |