WisdomTree Trust Risk Adjusted Performance
WTV Etf | USD 87.17 0.40 0.46% |
WisdomTree | Build AI portfolio with WisdomTree Etf |
| = | 0.1202 |
ER[a] | = | Expected return on investing in WisdomTree Trust |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
WisdomTree Trust Risk Adjusted Performance Peers Comparison
WisdomTree Risk Adjusted Performance Relative To Other Indicators
WisdomTree Trust is rated third in risk adjusted performance as compared to similar ETFs. It is currently under evaluation in maximum drawdown as compared to similar ETFs reporting about 45.06 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for WisdomTree Trust is roughly 45.06
Risk Adjusted Performance |
Compare WisdomTree Trust to Peers |
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WisdomTree Trust Technical Signals
All WisdomTree Trust Technical Indicators
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Statistic Functions | ||
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Volume Indicators |
Risk Adjusted Performance | 0.1202 | |||
Market Risk Adjusted Performance | 0.129 | |||
Mean Deviation | 0.641 | |||
Semi Deviation | 0.6524 | |||
Downside Deviation | 0.7879 | |||
Coefficient Of Variation | 653.55 | |||
Standard Deviation | 0.8619 | |||
Variance | 0.7429 | |||
Information Ratio | 0.011 | |||
Jensen Alpha | 0.0067 | |||
Total Risk Alpha | (0) | |||
Sortino Ratio | 0.012 | |||
Treynor Ratio | 0.119 | |||
Maximum Drawdown | 5.42 | |||
Value At Risk | (1.22) | |||
Potential Upside | 1.34 | |||
Downside Variance | 0.6208 | |||
Semi Variance | 0.4256 | |||
Expected Short fall | (0.72) | |||
Skewness | 0.4313 | |||
Kurtosis | 2.09 |