BlackRock ETF Risk Adjusted Performance
TEK Etf | 26.40 0.03 0.11% |
BlackRock |
| = | 0.0578 |
ER[a] | = | Expected return on investing in BlackRock ETF |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
BlackRock ETF Risk Adjusted Performance Peers Comparison
BlackRock Risk Adjusted Performance Relative To Other Indicators
BlackRock ETF Trust is rated below average in risk adjusted performance as compared to similar ETFs. It is currently under evaluation in maximum drawdown as compared to similar ETFs reporting about 161.47 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for BlackRock ETF Trust is roughly 161.47
Risk Adjusted Performance |
Compare BlackRock ETF to Peers |
Thematic Opportunities
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BlackRock ETF Technical Signals
All BlackRock ETF Technical Indicators
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Overlap Studies | ||
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Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
Risk Adjusted Performance | 0.0578 | |||
Market Risk Adjusted Performance | 0.2376 | |||
Mean Deviation | 1.19 | |||
Semi Deviation | 1.66 | |||
Downside Deviation | 1.84 | |||
Coefficient Of Variation | 1575.97 | |||
Standard Deviation | 1.62 | |||
Variance | 2.63 | |||
Information Ratio | 0.0018 | |||
Jensen Alpha | 0.0562 | |||
Total Risk Alpha | (0.08) | |||
Sortino Ratio | 0.0016 | |||
Treynor Ratio | 0.2276 | |||
Maximum Drawdown | 9.33 | |||
Value At Risk | (2.39) | |||
Potential Upside | 2.45 | |||
Downside Variance | 3.39 | |||
Semi Variance | 2.77 | |||
Expected Short fall | (1.25) | |||
Skewness | (1.07) | |||
Kurtosis | 3.25 |