| ZGEN Etf | | | USD 19.92 0.05 0.25% |
ZGEN market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for ZGEN 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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ZGEN has current Market Risk Adjusted Performance of 51.21.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 51.21 | |
| ER[a] | = | Expected return on investing in ZGEN |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
ZGEN Market Risk Adjusted Performance Peers Comparison
ZGEN Market Risk Adjusted Performance Relative To Other Indicators
ZGEN is rated
second in market risk adjusted performance as compared to similar ETFs. It is rated
first in maximum drawdown as compared to similar ETFs reporting about
1.35 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for ZGEN is roughly
1.35
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