Amundi ETF Risk Adjusted Performance

PE500 Etf  EUR 47.06  0.52  1.12%   
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Amundi ETF PEA has current Risk Adjusted Performance of 0.1549.

RAP

 = 

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

RFR

 = 
0.1549
ER[a] = Expected return on investing in Amundi ETF
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Amundi ETF Risk Adjusted Performance Peers Comparison

Amundi Risk Adjusted Performance Relative To Other Indicators

Amundi ETF PEA is regarded third largest ETF in risk adjusted performance as compared to similar ETFs. It is currently under evaluation in maximum drawdown as compared to similar ETFs reporting about  34.83  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Amundi ETF PEA is roughly  34.83 
Compare Amundi ETF to Peers

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