Leverage Shares Market Risk Adjusted Performance
| AMDG Etf | | | 20.58 -0.88 -4.10% |
Historical market data for Leverage Shares 2X forms the basis of the Market Risk Adjusted Performance indicator shown here. The calculation draws on time-series market data across available periods.
Trending Equities provides a view into diversified allocation design. Understanding allocation structure supports portfolio context. This suggests a position in Leverage Shares 2X. The position sits inside the allocation mix. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in median.
Leverage Shares 2X has current Market Risk Adjusted Performance of 0.0104.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.0104 | |
| ER[a] | = | Expected return on investing in Leverage Shares |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Market Risk Adjusted Performance Peers Comparison
Market Risk Adjusted Performance Relative To Other Indicators
Leverage Shares 2X is rated
below average in market risk adjusted performance relative to comparable ETFs. It is currently under evaluation in maximum drawdown relative to comparable ETFs at roughly
4,911 Maximum Drawdown per unit of Market Risk Adjusted Performance. Leverage Shares 2X carries a
4,911 x Maximum Drawdown-to-Market Risk Adjusted Performance ratio
Other Technical Indicators