FlexShares Quality Risk Adjusted Performance

QLV Etf

USD 74.14 0.15 0.20%

FlexShares Quality risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for FlexShares Quality Low 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 Equity Screeners to view more equity screening tools

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FlexShares Quality Low has current Risk Adjusted Performance of 0.0902.

RAP

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

RFR

0.0902

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

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FlexShares Quality Risk Adjusted Performance Peers Comparison

FlexShares Risk Adjusted Performance Relative To Other Indicators

FlexShares Quality Low is rated fifth 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 24.77 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for FlexShares Quality Low is roughly 24.77

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FlexShares Quality Technical Signals

All FlexShares Quality Technical Indicators

	Cycle Indicators
	Math Operators
	Math Transform
	Momentum Indicators
	Overlap Studies
	Pattern Recognition
	Price Transform
	Statistic Functions
	Volatility Indicators
	Volume Indicators

	Risk Adjusted Performance	0.0902
	Market Risk Adjusted Performance	0.1055
	Mean Deviation	0.3526
	Semi Deviation	0.3879
	Downside Deviation	0.4895
	Coefficient Of Variation	827.84
	Standard Deviation	0.4673
	Variance	0.2184
	Information Ratio	(0.03)
	Jensen Alpha	0.0173
	Total Risk Alpha	0.0117
	Sortino Ratio	(0.03)
	Treynor Ratio	0.0955
	Maximum Drawdown	2.23
	Value At Risk	(0.75)
	Potential Upside	0.8052
	Downside Variance	0.2396
	Semi Variance	0.1505
	Expected Short fall	(0.37)
	Skewness	(0.26)
	Kurtosis	0.2942

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