Deka MSCI Market Risk Adjusted Performance
| D6RP Etf | | | EUR 37.17 -0.60 -1.59% |
The Market Risk Adjusted Performance indicator for Deka MSCI World is derived from observed market data. The dataset is based on observed market activity where data is available. Diversification context is available through
Investing Opportunities. Diversification context helps frame allocation across holdings. This suggests a position in Deka MSCI World. This appears in the portfolio view. Position weights are derived from the portfolio construction methodology. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in employment.
Deka MSCI World has current Market Risk Adjusted Performance of
-0.14.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | -0.14 | |
| ER[a] | = | Expected return on investing in Deka MSCI |
| 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
Deka MSCI World ranks
fourth among etfs in market risk adjusted performance relative to comparable ETFs. It is currently under evaluation in maximum drawdown relative to comparable ETFs .
Other Technical Indicators