Nuveen Sustainable Market Risk Adjusted Performance
| NSCR ETF | | | 30.46 0.00 0.00% |
Market Risk-Adjusted Performance (MRAP) measures return relative to systematic risk (beta) rather than total risk (standard deviation). This isolates the return earned per unit of market exposure, filtering out idiosyncratic volatility that can be diversified away. Below is Nuveen Sustainable's current Market Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Market Risk Adjusted Performance Value
Nuveen Sustainable carries a Market Risk Adjusted Performance of 5.47, consistent with strong risk-adjusted return — return exceeds the risk taken. Nuveen Sustainable has delivered outsized return relative to total volatility, which is uncommon and indicates efficient risk compensation.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 5.47 | |
| ER[a] | = | Expected return on investing in Nuveen Sustainable |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Market Risk Adjusted Performance Peers Comparison
Relative to peers, Nuveen Sustainable's Market Risk Adjusted Performance is above the group average of 0.14. Peer readings range from -0.0877 (ProShares On Demand ETF) to 0.5087 (PGIM Nasdaq 100 Buffer), reflecting wide dispersion across the sector. Nuveen Sustainable's risk-adjusted return exceeds the peer average, indicating more efficient compensation for risk taken.
Market Risk Adjusted Performance Relative To Other Indicators
The chart below plots Market Risk Adjusted Performance against Maximum Drawdown for Nuveen Sustainable and its peers. Each point represents one equity — position along the horizontal axis shows Market 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.
Nuveen Sustainable's Market Risk Adjusted Performance reads
5.47 while Maximum Drawdown reads
13.32 , a
2.44 ratio between the two. This indicates Maximum Drawdown is significantly higher than Market Risk Adjusted Performance for Nuveen Sustainable.
Methodology, Assumptions & Data Sources
Nuveen Sustainable has a current Market Risk Adjusted Performance reading of 5.47. Nuveen Sustainable's Market 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. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. The output reflects the selected calculation window — changing the horizon will produce different readings. This ETF metric is provided for analytical reference.
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