LeaderSharesTM AlphaFactor Market Risk Adjusted Performance
| LSAF Etf | | | USD 46.19 0.64 1.41% |
LeaderSharesTM AlphaFactor market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for LeaderSharesTM AlphaFactor Core 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
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LeaderSharesTM AlphaFactor Core has current Market Risk Adjusted Performance of 0.0399.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.0399 | |
| ER[a] | = | Expected return on investing in LeaderSharesTM AlphaFactor |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
LeaderSharesTM AlphaFactor Market Risk Adjusted Performance Peers Comparison
LeaderSharesTM Market Risk Adjusted Performance Relative To Other Indicators
LeaderSharesTM AlphaFactor Core is rated
below average 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
95.37 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for LeaderSharesTM AlphaFactor Core is roughly
95.37
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