MiraeAsset TIGER Risk Adjusted Performance
137610 Etf | 5,470 10.00 0.18% |
MiraeAsset |
| = | 0.0338 |
ER[a] | = | Expected return on investing in MiraeAsset TIGER |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
MiraeAsset TIGER Risk Adjusted Performance Peers Comparison
MiraeAsset Risk Adjusted Performance Relative To Other Indicators
MiraeAsset TIGER AGRI is second largest 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 118.12 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for MiraeAsset TIGER AGRI is roughly 118.12
Risk Adjusted Performance |
Compare MiraeAsset TIGER to Peers |
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MiraeAsset TIGER Technical Signals
All MiraeAsset TIGER Technical Indicators
Cycle Indicators | ||
Math Operators | ||
Math Transform | ||
Momentum Indicators | ||
Overlap Studies | ||
Pattern Recognition | ||
Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
Risk Adjusted Performance | 0.0338 | |||
Market Risk Adjusted Performance | (0.53) | |||
Mean Deviation | 0.6913 | |||
Semi Deviation | 0.7051 | |||
Downside Deviation | 0.8128 | |||
Coefficient Of Variation | 2355.41 | |||
Standard Deviation | 0.8817 | |||
Variance | 0.7773 | |||
Information Ratio | (0.11) | |||
Jensen Alpha | 0.0339 | |||
Total Risk Alpha | (0.12) | |||
Sortino Ratio | (0.12) | |||
Treynor Ratio | (0.54) | |||
Maximum Drawdown | 3.99 | |||
Value At Risk | (1.17) | |||
Potential Upside | 1.61 | |||
Downside Variance | 0.6606 | |||
Semi Variance | 0.4972 | |||
Expected Short fall | (0.85) | |||
Skewness | 0.4723 | |||
Kurtosis | (0.32) |