DoubleLine ETF Risk Adjusted Performance
DMX Etf | 50.34 0.01 0.02% |
DoubleLine |
| = | 0.0474 |
ER[a] | = | Expected return on investing in DoubleLine ETF |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
DoubleLine ETF Risk Adjusted Performance Peers Comparison
DoubleLine Risk Adjusted Performance Relative To Other Indicators
DoubleLine ETF Trust is rated # 2 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 18.05 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for DoubleLine ETF Trust is roughly 18.05
Risk Adjusted Performance |
Compare DoubleLine ETF to Peers |
Thematic Opportunities
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DoubleLine ETF Technical Signals
All DoubleLine ETF 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 | 0.0474 | |||
Market Risk Adjusted Performance | 0.7293 | |||
Mean Deviation | 0.1027 | |||
Downside Deviation | 0.1493 | |||
Coefficient Of Variation | 946.7 | |||
Standard Deviation | 0.1621 | |||
Variance | 0.0263 | |||
Information Ratio | (0.19) | |||
Jensen Alpha | 0.0067 | |||
Total Risk Alpha | (0.0001) | |||
Sortino Ratio | (0.21) | |||
Treynor Ratio | 0.7193 | |||
Maximum Drawdown | 0.8558 | |||
Value At Risk | (0.24) | |||
Potential Upside | 0.2604 | |||
Downside Variance | 0.0223 | |||
Semi Variance | (0.00008) | |||
Expected Short fall | (0.12) | |||
Skewness | 1.09 | |||
Kurtosis | 5.78 |