Global X Market Risk Adjusted Performance
| COPP Etf | | | 52.79 -2.26 -4.11% |
This technical indicator view for Market Risk Adjusted Performance organizes signals for Global X Copper and comparable instruments. Data availability can vary by region and feed;
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Global X Copper has current Market Risk Adjusted Performance of 0.1262.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.1262 | |
| ER[a] | = | Expected return on investing in Global X |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Global X Market Risk Adjusted Performance Peers Comparison
Global Market Risk Adjusted Performance Relative To Other Indicators
Global X Copper lands at
#3 in market risk adjusted performance against similar ETFs. It is currently under evaluation in maximum drawdown against similar ETFs producing
107.02 in Maximum Drawdown for each unit of Market Risk Adjusted Performance. The spread between Maximum Drawdown and Market Risk Adjusted Performance for Global X Copper sits at
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