Psagot Index Risk Adjusted Performance

PSG-F22 Etf  ILA 3,899  1.67  0.04%   
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Psagot Index Funds has current Risk Adjusted Performance of 0.1679.

RAP

 = 

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

RFR

 = 
0.1679
ER[a] = Expected return on investing in Psagot Index
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Psagot Index Risk Adjusted Performance Peers Comparison

Psagot Risk Adjusted Performance Relative To Other Indicators

Psagot Index Funds is rated number one 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  4.92  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Psagot Index Funds is roughly  4.92 
Compare Psagot Index to Peers

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