WisdomTree Japan Market Risk Adjusted Performance
| DFJ Etf | | | USD 98.17 -2.63 -2.61% |
The Market Risk Adjusted Performance profile for WisdomTree Japan SmallCap is based on historical price and volume observations. The dataset is based on observed market activity where data is available. Review
Investing Opportunities for context on portfolio diversification. Portfolio construction reflects how positions are combined across holdings. The allocation shows a weighting toward WisdomTree Japan SmallCap. The sizing of each position reflects the overall allocation strategy. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as various price indices.
WisdomTree Japan SmallCap has current Market Risk Adjusted Performance of 0.0908.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.0908 | |
| ER[a] | = | Expected return on investing in WisdomTree Japan |
| 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
WisdomTree Japan SmallCap is rated
below average in the market risk adjusted performance category versus ETFs. It is currently under evaluation in the maximum drawdown category versus ETFs showing
56.92 of Maximum Drawdown relative to Market Risk Adjusted Performance. For WisdomTree Japan SmallCap, Maximum Drawdown measures
56.92 times Market Risk Adjusted Performance
Other Technical Indicators