LYXIB Etf | | | EUR 121.22 0.53 0.44% |
Lyxor UCITS market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Lyxor UCITS Ibex35 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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Lyxor UCITS Ibex35 has current Market Risk Adjusted Performance of 0.9945.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.9945 | |
ER[a] | = | Expected return on investing in Lyxor UCITS |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
BETA | = | Beta of the asset with market or selected benchmark. |
Lyxor UCITS Market Risk Adjusted Performance Peers Comparison
Lyxor Market Risk Adjusted Performance Relative To Other Indicators
Lyxor UCITS Ibex35 is rated
second overall ETF in market risk adjusted performance as compared to similar ETFs. It is rated
second overall ETF in maximum drawdown as compared to similar ETFs reporting about
4.36 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Lyxor UCITS Ibex35 is roughly
4.36
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