BTPS Etf | | | EUR 17.47 0.18 1.04% |
Lyxor UCITS market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Lyxor UCITS Daily 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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Lyxor UCITS Daily has current Market Risk Adjusted Performance of 0.8823.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.8823 | |
ER[a] | = | Expected return on investing in Lyxor UCITS |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
BETA | = | Beta of the asset with market or selected benchmark. |
Lyxor UCITS Market Risk Adjusted Performance Peers Comparison
Lyxor Market Risk Adjusted Performance Relative To Other Indicators
Lyxor UCITS Daily is the top ETF 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
3.32 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Lyxor UCITS Daily is roughly
3.32
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