Franklin Exponential Risk Adjusted Performance

XDAT Etf

USD 26.62 0.23 0.87%

Franklin Exponential risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Franklin Exponential Data 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

Franklin Exponential Data has current Risk Adjusted Performance of 0.181.

RAP

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

RFR

0.181

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

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Franklin Exponential Risk Adjusted Performance Peers Comparison

Franklin Risk Adjusted Performance Relative To Other Indicators

Franklin Exponential Data is rated second in risk adjusted performance as compared to similar ETFs. It is currently under evaluation in maximum drawdown as compared to similar ETFs reporting about 28.56 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Franklin Exponential Data is roughly 28.56

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Franklin Exponential Technical Signals

All Franklin Exponential 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	0.181
	Market Risk Adjusted Performance	0.2599
	Mean Deviation	0.8066
	Semi Deviation	0.7008
	Downside Deviation	0.9988
	Coefficient Of Variation	430.56
	Standard Deviation	1.07
	Variance	1.15
	Information Ratio	0.1104
	Jensen Alpha	0.1236
	Total Risk Alpha	0.0703
	Sortino Ratio	0.1187
	Treynor Ratio	0.2499
	Maximum Drawdown	5.17
	Value At Risk	(1.82)
	Potential Upside	2.1
	Downside Variance	0.9976
	Semi Variance	0.4911
	Expected Short fall	(0.95)
	Skewness	0.0089
	Kurtosis	0.6826

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