WisdomTree Global Market Risk Adjusted Performance
| DNL Etf | | | USD 39.37 -1.40 -3.43% |
Observed values used in the Market Risk Adjusted Performance indicator for WisdomTree Global ex US are included in this dataset. The underlying data comes from exchange-reported trading records. Market data gaps can influence the computed indicator values. Review
Investing Opportunities for context on portfolio diversification. The diversification view provides additional analytical depth. Portfolio construction reflects how positions are combined across holdings. All figures are presented for informational review and are not prescriptive. The allocation includes a position in WisdomTree Global ex US. It is distributed across the allocation. The weighting is determined by the allocation framework in use. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in inflation.
WisdomTree Global ex US has current Market Risk Adjusted Performance of 0.0025.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.0025 | |
| ER[a] | = | Expected return on investing in WisdomTree Global |
| 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 Global ex US is rated
below average for market risk adjusted performance within its ETF group. It is currently under evaluation for maximum drawdown within its ETF group where Maximum Drawdown runs almost
2,251 per Market Risk Adjusted Performance.
Other Technical Indicators