KraneShares Trust Risk Adjusted Performance
KBUF Etf | 28.48 0.04 0.14% |
KraneShares |
| = | 0.1026 |
ER[a] | = | Expected return on investing in KraneShares Trust |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
KraneShares Trust Risk Adjusted Performance Peers Comparison
KraneShares Risk Adjusted Performance Relative To Other Indicators
KraneShares Trust is rated fourth overall ETF in risk adjusted performance as compared to similar ETFs. It is currently under evaluation in maximum drawdown as compared to similar ETFs reporting about 69.20 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for KraneShares Trust is roughly 69.20
Risk Adjusted Performance |
Compare KraneShares Trust to Peers |
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KraneShares Trust Technical Signals
All KraneShares Trust Technical Indicators
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Statistic Functions | ||
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Volume Indicators |
Risk Adjusted Performance | 0.1026 | |||
Market Risk Adjusted Performance | 0.8274 | |||
Mean Deviation | 0.8533 | |||
Semi Deviation | 0.8356 | |||
Downside Deviation | 1.01 | |||
Coefficient Of Variation | 772.68 | |||
Standard Deviation | 1.21 | |||
Variance | 1.46 | |||
Information Ratio | 0.0155 | |||
Jensen Alpha | 0.1235 | |||
Total Risk Alpha | (0.06) | |||
Sortino Ratio | 0.0185 | |||
Treynor Ratio | 0.8174 | |||
Maximum Drawdown | 7.1 | |||
Value At Risk | (1.95) | |||
Potential Upside | 1.89 | |||
Downside Variance | 1.03 | |||
Semi Variance | 0.6982 | |||
Expected Short fall | (0.97) | |||
Skewness | 0.843 | |||
Kurtosis | 2.86 |