TrueShares Structured Risk Adjusted Performance
AUGZ Etf | USD 40.90 0.13 0.32% |
TrueShares |
| = | 0.1162 |
ER[a] | = | Expected return on investing in TrueShares Structured |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
TrueShares Structured Risk Adjusted Performance Peers Comparison
TrueShares Risk Adjusted Performance Relative To Other Indicators
TrueShares Structured Outcome is third 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 26.04 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for TrueShares Structured Outcome is roughly 26.04
Risk Adjusted Performance |
Compare TrueShares Structured to Peers |
Thematic Opportunities
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TrueShares Structured Technical Signals
All TrueShares Structured 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 | 0.1162 | |||
Market Risk Adjusted Performance | 0.135 | |||
Mean Deviation | 0.4069 | |||
Semi Deviation | 0.4453 | |||
Downside Deviation | 0.6128 | |||
Coefficient Of Variation | 639.64 | |||
Standard Deviation | 0.5747 | |||
Variance | 0.3303 | |||
Information Ratio | (0.07) | |||
Jensen Alpha | 0.003 | |||
Total Risk Alpha | (0.01) | |||
Sortino Ratio | (0.07) | |||
Treynor Ratio | 0.125 | |||
Maximum Drawdown | 3.03 | |||
Value At Risk | (0.96) | |||
Potential Upside | 0.7864 | |||
Downside Variance | 0.3755 | |||
Semi Variance | 0.1983 | |||
Expected Short fall | (0.45) | |||
Skewness | (0.08) | |||
Kurtosis | 2.56 |