VictoryShares Emerging Risk Adjusted Performance
UEVM Etf | USD 52.24 0.01 0.02% |
VictoryShares | Build AI portfolio with VictoryShares Etf |
| = | 0.2837 |
ER[a] | = | Expected return on investing in VictoryShares Emerging |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
VictoryShares Emerging Risk Adjusted Performance Peers Comparison
VictoryShares Risk Adjusted Performance Relative To Other Indicators
VictoryShares Emerging Markets 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 14.16 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for VictoryShares Emerging Markets is roughly 14.16
Risk Adjusted Performance |
Compare VictoryShares Emerging to Peers |
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VictoryShares Emerging Technical Signals
All VictoryShares Emerging Technical Indicators
Cycle Indicators | ||
Math Operators | ||
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Momentum Indicators | ||
Overlap Studies | ||
Pattern Recognition | ||
Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
Risk Adjusted Performance | 0.2837 | |||
Market Risk Adjusted Performance | 0.5787 | |||
Mean Deviation | 0.5921 | |||
Semi Deviation | 0.3681 | |||
Downside Deviation | 0.6802 | |||
Coefficient Of Variation | 326.91 | |||
Standard Deviation | 0.7771 | |||
Variance | 0.6039 | |||
Information Ratio | 0.1247 | |||
Jensen Alpha | 0.1754 | |||
Total Risk Alpha | 0.1189 | |||
Sortino Ratio | 0.1425 | |||
Treynor Ratio | 0.5687 | |||
Maximum Drawdown | 4.02 | |||
Value At Risk | (1.02) | |||
Potential Upside | 1.45 | |||
Downside Variance | 0.4626 | |||
Semi Variance | 0.1355 | |||
Expected Short fall | (0.70) | |||
Skewness | 0.4601 | |||
Kurtosis | 1.17 |