CIBC Active Unknown Indicator
| CAFR Etf | CAD 19.84 -0.01 -0.05% |
Other Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | -0.02 | |||
| Market Risk Adjusted Performance | -0.20 | |||
| Mean Deviation | 0.0336 | |||
| Downside Deviation | 0.1112 | |||
| Coefficient Of Variation | 703.83 | |||
| Standard Deviation | 0.054 | |||
| Variance | 0.0029 | |||
| Information Ratio | 1.55 | |||
| Jensen Alpha | -0.0014 | |||
| Total Risk Alpha | 0.0035 | |||
| Sortino Ratio | 0.7525 | |||
| Treynor Ratio | -0.21 | |||
| Maximum Drawdown | 0.4036 | |||
| Value At Risk | -0.05 | |||
| Potential Upside | 0.1009 | |||
| Downside Variance | 0.0124 | |||
| Semi Variance | -0.01 | |||
| Expected Short fall | -0.06 | |||
| Skewness | -1.46 | |||
| Kurtosis | 7.94 |