IncomeShares Amazon Risk Adjusted Performance
OAMZ Etf | 10.69 0.06 0.56% |
IncomeShares |
| = | 0.2287 |
ER[a] | = | Expected return on investing in IncomeShares Amazon |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
IncomeShares Amazon Risk Adjusted Performance Peers Comparison
IncomeShares Risk Adjusted Performance Relative To Other Indicators
IncomeShares Amazon Options is rated number one 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 15.55 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for IncomeShares Amazon Options is roughly 15.55
Risk Adjusted Performance |
Compare IncomeShares Amazon to Peers |
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IncomeShares Amazon Technical Signals
All IncomeShares Amazon Technical Indicators
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Statistic Functions | ||
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Volume Indicators |
Risk Adjusted Performance | 0.2287 | |||
Market Risk Adjusted Performance | (13.28) | |||
Mean Deviation | 0.7096 | |||
Semi Deviation | 0.444 | |||
Downside Deviation | 0.8477 | |||
Coefficient Of Variation | 349.38 | |||
Standard Deviation | 0.931 | |||
Variance | 0.8667 | |||
Information Ratio | 0.229 | |||
Jensen Alpha | 0.2573 | |||
Total Risk Alpha | 0.2057 | |||
Sortino Ratio | 0.2515 | |||
Treynor Ratio | (13.29) | |||
Maximum Drawdown | 3.56 | |||
Value At Risk | (1.02) | |||
Potential Upside | 1.78 | |||
Downside Variance | 0.7186 | |||
Semi Variance | 0.1971 | |||
Expected Short fall | (0.81) | |||
Skewness | 0.4661 | |||
Kurtosis | (0.04) |