CoreCommodity Natural Market Risk Adjusted Performance
| CCNR Etf | | | 38.89 -0.06 -0.15% |
Historical market data for CoreCommodity Natural Resources forms the basis of the Market Risk Adjusted Performance indicator shown here. Related indicator context is organized within
Equity Screeners. Diversification context is available through
Trending Equities. Diversification context is built from the relationships between portfolio holdings. Portfolio tools allow users to monitor CoreCommodity Natural Resources alongside other positions. Correlation data between positions helps assess portfolio-level risk. Broader economic conditions can influence CoreCommodity Natural Resources's etf valuation — related indicators include
signals in inflation.
CoreCommodity Natural Resources has current Market Risk Adjusted Performance of 0.3864.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.3864 | |
| ER[a] | = | Expected return on investing in CoreCommodity Natural |
| 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
CoreCommodity Natural Resources outranks all peers for market risk adjusted performance among related ETFs. It is currently under evaluation for maximum drawdown among related ETFs with Maximum Drawdown measuring nearly
16.12 against Market Risk Adjusted Performance. Maximum Drawdown runs about
16.12 times Market Risk Adjusted Performance for CoreCommodity Natural Resources
Other Technical Indicators