AdvisorShares Dorsey Risk Adjusted Performance
DWAW Etf | USD 41.86 0.10 0.24% |
AdvisorShares |
| = | 0.1407 |
ER[a] | = | Expected return on investing in AdvisorShares Dorsey |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
AdvisorShares Dorsey Risk Adjusted Performance Peers Comparison
AdvisorShares Risk Adjusted Performance Relative To Other Indicators
AdvisorShares Dorsey Wright is one of the top ETFs in risk adjusted performance as compared to similar ETFs. It is currently under evaluation in maximum drawdown as compared to similar ETFs reporting about 27.90 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for AdvisorShares Dorsey Wright is roughly 27.90
Risk Adjusted Performance |
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AdvisorShares Dorsey Technical Signals
All AdvisorShares Dorsey Technical Indicators
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Risk Adjusted Performance | 0.1407 | |||
Market Risk Adjusted Performance | 0.163 | |||
Mean Deviation | 0.5462 | |||
Semi Deviation | 0.5916 | |||
Downside Deviation | 0.8433 | |||
Coefficient Of Variation | 543.8 | |||
Standard Deviation | 0.7773 | |||
Variance | 0.6042 | |||
Information Ratio | 0.0161 | |||
Jensen Alpha | 0.0283 | |||
Total Risk Alpha | 0.0105 | |||
Sortino Ratio | 0.0149 | |||
Treynor Ratio | 0.153 | |||
Maximum Drawdown | 3.92 | |||
Value At Risk | (1.14) | |||
Potential Upside | 1.11 | |||
Downside Variance | 0.7111 | |||
Semi Variance | 0.35 | |||
Expected Short fall | (0.58) | |||
Skewness | (0.15) | |||
Kurtosis | 2.43 |