Global X Risk Adjusted Performance

HFR Etf  CAD 10.05  0.01  0.1%   
Global X risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Global X Active 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
  
Global X Active has current Risk Adjusted Performance of 0.1572.

RAP

 = 

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

RFR

 = 
0.1572
ER[a] = Expected return on investing in Global X
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Global X Risk Adjusted Performance Peers Comparison

Global Risk Adjusted Performance Relative To Other Indicators

Global X Active is rated # 5 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  2.55  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Global X Active is roughly  2.55 
Compare Global X to Peers

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