Franklin Templeton Market Risk Adjusted Performance
| DIEM Etf | | | USD 34.79 -1.11 -3.09% |
Observed values used in the Market Risk Adjusted Performance indicator for Franklin Templeton ETF are included in this dataset. The underlying data comes from exchange-reported trading records. Market data gaps can influence the computed indicator values. For broader technical screening across instruments, see
Equity Screeners.
Investing Opportunities provides context for diversified portfolio design. Additional portfolio transparency improves capital positioning. Diversification analysis considers the interaction of positions within a portfolio. A position in Franklin Templeton ETF is indicated here. This is part of the broader portfolio composition. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in unemployment.
Franklin Templeton ETF has current Market Risk Adjusted Performance of 0.0961.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.0961 | |
| ER[a] | = | Expected return on investing in Franklin Templeton |
| 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
Franklin Templeton ETF lands at
#2 in market risk adjusted performance against similar ETFs. It is currently under evaluation in maximum drawdown against similar ETFs producing
67.93 in Maximum Drawdown for each unit of Market Risk Adjusted Performance. The spread between Maximum Drawdown and Market Risk Adjusted Performance for Franklin Templeton ETF sits at
67.93 Other Technical Indicators