SavvyLong Risk Adjusted Performance

COMU Etf   24.42  0.44  1.77%   
SavvyLong risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for SavvyLong 2X CIBC 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
  
SavvyLong 2X CIBC has current Risk Adjusted Performance of 0.1289.

RAP

 = 

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

RFR

 = 
0.1289
ER[a] = Expected return on investing in SavvyLong
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

SavvyLong Risk Adjusted Performance Peers Comparison

SavvyLong Risk Adjusted Performance Relative To Other Indicators

SavvyLong 2X CIBC 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  117.76  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for SavvyLong 2X CIBC is roughly  117.76 
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