| IDME Etf | | | USD 21.14 0.11 0.52% |
International Drawdown market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for International Drawdown Managed or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also
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International Drawdown Managed has current Market Risk Adjusted Performance of 0.4119.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.4119 | |
| ER[a] | = | Expected return on investing in International Drawdown |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
International Drawdown Market Risk Adjusted Performance Peers Comparison
International Market Risk Adjusted Performance Relative To Other Indicators
International Drawdown Managed is rated
fifth overall ETF in market risk adjusted performance as compared to similar ETFs. It is rated
third overall ETF in maximum drawdown as compared to similar ETFs reporting about
8.91 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for International Drawdown Managed is roughly
8.92
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