AdvisorShares STAR Risk Adjusted Performance
VEGA Etf | USD 46.87 0.09 0.19% |
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| = | 0.225 |
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. |
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 10.13 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for AdvisorShares STAR Global is roughly 10.13
Risk Adjusted Performance |
Compare AdvisorShares STAR to Peers |
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AdvisorShares STAR Technical Signals
All AdvisorShares STAR Technical Indicators
Cycle Indicators | ||
Math Operators | ||
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Momentum Indicators | ||
Overlap Studies | ||
Pattern Recognition | ||
Price Transform | ||
Statistic Functions | ||
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Volume Indicators |
Risk Adjusted Performance | 0.225 | |||
Market Risk Adjusted Performance | (2.51) | |||
Mean Deviation | 0.3614 | |||
Semi Deviation | 0.1789 | |||
Downside Deviation | 0.5009 | |||
Coefficient Of Variation | 335.61 | |||
Standard Deviation | 0.4806 | |||
Variance | 0.231 | |||
Information Ratio | (0.14) | |||
Jensen Alpha | 0.1437 | |||
Total Risk Alpha | 0.0096 | |||
Sortino Ratio | (0.13) | |||
Treynor Ratio | (2.52) | |||
Maximum Drawdown | 2.28 | |||
Value At Risk | (0.74) | |||
Potential Upside | 0.9589 | |||
Downside Variance | 0.2509 | |||
Semi Variance | 0.032 | |||
Expected Short fall | (0.44) | |||
Skewness | (0.24) | |||
Kurtosis | 0.6774 |