GraniteShares Bloomberg Market Risk Adjusted Performance
| COMB Etf | | | USD 25.90 0.00 0.00% |
Technical inputs supporting the Market Risk Adjusted Performance indicator for GraniteShares Bloomberg Commodity are shown here. Values are derived from historical price and volume observations. Use
Trending Equities to explore diversified allocation structure. Allocation context can improve visibility into portfolio balance. The holding in GraniteShares Bloomberg Commodity represents an allocation. This is situated within the portfolio 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 state.
GraniteShares Bloomberg Commodity has current Market Risk Adjusted Performance of
-1.98.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | -1.98 | |
| ER[a] | = | Expected return on investing in GraniteShares Bloomberg |
| 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
GraniteShares Bloomberg Commodity is rated
below average in market risk adjusted performance compared to similar ETFs. It is currently under evaluation in maximum drawdown compared to similar ETFs .
Other Technical Indicators