ALT5 Sigma Risk Adjusted Performance

ALTS Etf  USD 2.31  0.05  2.21%   
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ALT5 Sigma has current Risk Adjusted Performance of 0.0267.

RAP

 = 

(ER[a] - RFR) * STD[b])/STD[b]

RFR

 = 
0.0267
ER[a] = Expected return on investing in ALT5 Sigma
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

ALT5 Sigma Risk Adjusted Performance Peers Comparison

ALT5 Risk Adjusted Performance Relative To Other Indicators

ALT5 Sigma 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  1,169  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for ALT5 Sigma is roughly  1,169 
Compare ALT5 Sigma to Peers

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