Amundi Index Risk Adjusted Performance

AMEC Etf  EUR 68.55  -0.68  -0.98%   
Reference data associated with the Risk Adjusted Performance technical indicator for Amundi Index Solutions. Technical inputs may vary across markets and data providers.
Amundi Index Solutions has current Risk Adjusted Performance of 0.0179.

RAP

 = 

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

RFR

 = 
0.0179
ER[a] = Expected return on investing in Amundi Index
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Amundi Index Risk Adjusted Performance Peers Comparison

Amundi Risk Adjusted Performance Relative To Other Indicators

Amundi Index Solutions is rated below average in risk adjusted performance relative to comparable ETFs. It ranks fourth among etfs in maximum drawdown relative to comparable ETFs at roughly 216.74 Maximum Drawdown per unit of Risk Adjusted Performance. Amundi Index Solutions carries a 216.74 x Maximum Drawdown-to-Risk Adjusted Performance ratio
Compare Amundi Index to Peers

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