Franklin LibertyQ Risk Adjusted Performance
FLQM Etf | USD 58.02 0.67 1.17% |
Franklin |
| = | 0.1214 |
ER[a] | = | Expected return on investing in Franklin LibertyQ |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Franklin LibertyQ Risk Adjusted Performance Peers Comparison
Franklin Risk Adjusted Performance Relative To Other Indicators
Franklin LibertyQ Mid is rated below average in risk adjusted performance as compared to similar ETFs. It is currently under evaluation in maximum drawdown as compared to similar ETFs reporting about 28.59 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Franklin LibertyQ Mid is roughly 28.59
Risk Adjusted Performance |
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Franklin LibertyQ Technical Signals
All Franklin LibertyQ Technical Indicators
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Statistic Functions | ||
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Volume Indicators |
Risk Adjusted Performance | 0.1214 | |||
Market Risk Adjusted Performance | 0.1383 | |||
Mean Deviation | 0.596 | |||
Semi Deviation | 0.5305 | |||
Downside Deviation | 0.6806 | |||
Coefficient Of Variation | 631.45 | |||
Standard Deviation | 0.7604 | |||
Variance | 0.5782 | |||
Information Ratio | (0.01) | |||
Jensen Alpha | 0.0065 | |||
Total Risk Alpha | (0.01) | |||
Sortino Ratio | (0.02) | |||
Treynor Ratio | 0.1283 | |||
Maximum Drawdown | 3.47 | |||
Value At Risk | (1.06) | |||
Potential Upside | 1.37 | |||
Downside Variance | 0.4633 | |||
Semi Variance | 0.2814 | |||
Expected Short fall | (0.68) | |||
Skewness | 0.3584 | |||
Kurtosis | 0.2754 |