| ZCN Etf | | | CAD 34.27 0.10 0.29% |
BMO SPTSX market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for BMO SPTSX Capped 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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BMO SPTSX Capped has current Market Risk Adjusted Performance of 0.758.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.758 | |
| ER[a] | = | Expected return on investing in BMO SPTSX |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
BMO SPTSX Market Risk Adjusted Performance Peers Comparison
BMO Market Risk Adjusted Performance Relative To Other Indicators
BMO SPTSX Capped is rated
fourth 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
3.39 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for BMO SPTSX Capped is roughly
3.39
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