WisdomTree Corporate Risk Adjusted Performance
WFIG Etf | USD 44.43 0.13 0.29% |
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| = | 0.0634 |
ER[a] | = | Expected return on investing in WisdomTree Corporate |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
WisdomTree Corporate Risk Adjusted Performance Peers Comparison
WisdomTree Risk Adjusted Performance Relative To Other Indicators
WisdomTree Corporate Bond is rated below average in risk adjusted performance as compared to similar ETFs. It is currently under evaluation in maximum drawdown as compared to similar ETFs reporting about 29.58 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for WisdomTree Corporate Bond is roughly 29.58
Risk Adjusted Performance |
Compare WisdomTree Corporate to Peers |
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WisdomTree Corporate Technical Signals
All WisdomTree Corporate Technical Indicators
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Statistic Functions | ||
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Volume Indicators |
Risk Adjusted Performance | 0.0634 | |||
Market Risk Adjusted Performance | 0.1433 | |||
Mean Deviation | 0.2308 | |||
Semi Deviation | 0.2339 | |||
Downside Deviation | 0.4771 | |||
Coefficient Of Variation | 1177.44 | |||
Standard Deviation | 0.3604 | |||
Variance | 0.1299 | |||
Information Ratio | (0.31) | |||
Jensen Alpha | 4.0E-4 | |||
Total Risk Alpha | (0.03) | |||
Sortino Ratio | (0.23) | |||
Treynor Ratio | 0.1333 | |||
Maximum Drawdown | 1.88 | |||
Value At Risk | (0.49) | |||
Potential Upside | 0.7028 | |||
Downside Variance | 0.2277 | |||
Semi Variance | 0.0547 | |||
Expected Short fall | (0.41) | |||
Skewness | (0.26) | |||
Kurtosis | 2.41 |