Amundi Index Market Risk Adjusted Performance

ANX Etf  EUR 235.85  0.55  0.23%   
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Amundi Index Solutions has current Market Risk Adjusted Performance of 1.03.

MRAP

 = 

ER[a] + (1/BETA - 1)

X

ER[a] - RFR)

 = 
1.03
ER[a] = Expected return on investing in Amundi Index
RFR = Risk Free Rate of return. Typically T-Bill Rate
BETA = Beta of the asset with market or selected benchmark.

Amundi Index Market Risk Adjusted Performance Peers Comparison

Amundi Market Risk Adjusted Performance Relative To Other Indicators

Amundi Index Solutions is the top ETF in market risk adjusted performance as compared to similar ETFs. It is currently under evaluation in maximum drawdown as compared to similar ETFs reporting about  6.39  of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Amundi Index Solutions is roughly  6.39 
Compare Amundi Index to Peers

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