| UTES Etf | | | USD 70.09 1.47 2.14% |
Virtus Reaves market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Virtus Reaves Utilities 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
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Virtus Reaves Utilities has current Market Risk Adjusted Performance of 0.6228.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.6228 | |
| ER[a] | = | Expected return on investing in Virtus Reaves |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Virtus Reaves Market Risk Adjusted Performance Peers Comparison
Virtus Market Risk Adjusted Performance Relative To Other Indicators
Virtus Reaves Utilities is rated
second in market risk adjusted performance as compared to similar ETFs. It is currently under evaluation in maximum drawdown as compared to similar ETFs reporting about
12.87 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Virtus Reaves Utilities is roughly
12.87
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