Northern Lights Risk Adjusted Performance

BIBL Etf

USD 42.03 0.34 0.82%

Northern Lights risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Northern Lights 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 Equity Screeners to view more equity screening tools

Northern Lights has current Risk Adjusted Performance of 0.0896.

RAP

(ER[a] - RFR) * STD[b])/STD[b]

RFR

0.0896

ER[a]	=	Expected return on investing in Northern Lights
RFR	=	Risk Free Rate of return. Typically T-Bill Rate
STD[b]	=	Standard Deviation of selected market or benchmark.

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Northern Lights Risk Adjusted Performance Peers Comparison

Northern Risk Adjusted Performance Relative To Other Indicators

Northern Lights 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 54.35 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Northern Lights is roughly 54.35

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Northern Lights Technical Signals

All Northern Lights 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	0.0896
	Market Risk Adjusted Performance	0.1024
	Mean Deviation	0.6786
	Semi Deviation	0.8374
	Downside Deviation	0.9685
	Coefficient Of Variation	874.11
	Standard Deviation	0.9452
	Variance	0.8934
	Information Ratio	(0.02)
	Jensen Alpha	(0.03)
	Total Risk Alpha	(0.05)
	Sortino Ratio	(0.02)
	Treynor Ratio	0.0924
	Maximum Drawdown	4.87
	Value At Risk	(1.15)
	Potential Upside	1.4
	Downside Variance	0.938
	Semi Variance	0.7013
	Expected Short fall	(0.71)
	Skewness	0.1181
	Kurtosis	3.57

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