Hedgeye Capital Market Risk Adjusted Performance
| HECA Etf | | | 28.43 0.10 0.35% |
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Hedgeye Capital Allocation has current Market Risk Adjusted Performance of 0.1143.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.1143 | |
| ER[a] | = | Expected return on investing in Hedgeye Capital |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Hedgeye Capital Market Risk Adjusted Performance Peers Comparison
Hedgeye Market Risk Adjusted Performance Relative To Other Indicators
Hedgeye Capital Allocation is rated
# 2 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
46.55 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Hedgeye Capital Allocation is roughly
46.55
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