CBOE Low Risk Adjusted Performance

LOVOL Index   498.76  2.60  0.52%   
CBOE Low risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for CBOE Low Volatility 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
CBOE Low Volatility has current Risk Adjusted Performance of 0.158.

RAP

 = 

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

RFR

 = 
0.158
ER[a] = Expected return on investing in CBOE Low
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

CBOE Low Risk Adjusted Performance Peers Comparison

CBOE Risk Adjusted Performance Relative To Other Indicators

CBOE Low Volatility cannot be rated in Risk Adjusted Performance category at this point. It cannot be rated in Maximum Drawdown category at this point. reporting about  18.69  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for CBOE Low Volatility is roughly  18.69 
Compare CBOE Low to Peers

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