Desjardins Market Risk Adjusted Performance
| DRFE Etf | | | CAD 29.25 0.05 0.17% |
Observed values used to calculate the Market Risk Adjusted Performance technical indicator for Desjardins RI Emerging. Coverage may vary depending on data feeds and normalization methods.
Desjardins RI Emerging has current Market Risk Adjusted Performance of 0.1164.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.1164 | |
| ER[a] | = | Expected return on investing in Desjardins |
| 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
Desjardins RI Emerging is rated
below average in market risk adjusted performance against similar ETFs. It is currently under evaluation in maximum drawdown against similar ETFs producing
65.30 in Maximum Drawdown for each unit of Market Risk Adjusted Performance. The spread between Maximum Drawdown and Market Risk Adjusted Performance for Desjardins RI Emerging sits at
65.30 Other Technical Indicators