VanEck LongFlat Risk Adjusted Performance
| LFEQ ETF | | | USD 58.35 0.86 1.50% |
Risk-Adjusted Performance (RAP) measures the return an equity would have generated if it carried the same total risk (standard deviation) as the market. Derived from the Sharpe Ratio, RAP is expressed in percentage terms, making direct comparison across assets with different volatility profiles straightforward. Below is VanEck LongFlat's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
The Risk Adjusted Performance of 0.1336 for VanEck LongFlat indicates positive but modest risk-adjusted return. VanEck LongFlat has produced a positive return relative to risk, though the margin is limited.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.1336 | |
Risk Adjusted Performance Peers Comparison
VanEck LongFlat's Risk Adjusted Performance of 0.1336 falls above the 0.13 peer average. Values range from 0.0974 (iShares Russell 2000) to 0.1954 (Sprott Lithium Miners), with moderate dispersion across the group. VanEck LongFlat's risk-adjusted return exceeds the peer average, indicating more efficient compensation for risk taken.
Risk Adjusted Performance Relative To Other Indicators
The chart below plots Risk Adjusted Performance against Maximum Drawdown for VanEck LongFlat and its peers. Each point represents one equity — position along the horizontal axis shows Risk Adjusted Performance while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
VanEck LongFlat's Risk Adjusted Performance reads
0.13 while Maximum Drawdown reads
3.79 , a
28.35 ratio between the two. This indicates Maximum Drawdown substantially exceeds Risk Adjusted Performance for VanEck LongFlat.
Methodology, Assumptions & Data Sources
VanEck LongFlat has a current Risk Adjusted Performance reading of 0.1336. VanEck LongFlat's Risk Adjusted Performance is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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