| XLU Etf | | | USD 81.45 0.44 0.54% |
Utilities Select market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Utilities Select Sector 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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Utilities Select Sector has current Market Risk Adjusted Performance of 0.6893.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.6893 | |
| ER[a] | = | Expected return on investing in Utilities Select |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Utilities Select Market Risk Adjusted Performance Peers Comparison
Utilities Market Risk Adjusted Performance Relative To Other Indicators
Utilities Select Sector is rated
first 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
7.17 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Utilities Select Sector is roughly
7.17
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