Communication Services Risk Adjusted Performance

XLC Etf  USD 97.87  0.13  0.13%   
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Communication Services Select has current Risk Adjusted Performance of 0.1645.

RAP

 = 

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

RFR

 = 
0.1645
ER[a] = Expected return on investing in Communication Services
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Communication Services Risk Adjusted Performance Peers Comparison

Communication Risk Adjusted Performance Relative To Other Indicators

Communication Services Select is rated third in risk adjusted performance as compared to similar ETFs. It is currently under evaluation in maximum drawdown as compared to similar ETFs reporting about  27.10  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Communication Services Select is roughly  27.10 
Compare Communication Services to Peers

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