Dynamic Active Market Risk Adjusted Performance
| DXR Etf | | | CAD 25.18 0.01 0.04% |
This technical indicator view for Market Risk Adjusted Performance organizes signals for Dynamic Active Retirement and comparable instruments. Availability can vary by instrument;
Equity Screeners offers additional screening access. Review
Investing Opportunities to understand diversified portfolio construction. Refined allocation visibility enhances overall portfolio context. This suggests a position in Dynamic Active Retirement within the allocation view. 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.
Dynamic Active Retirement has current Market Risk Adjusted Performance of 0.7288.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.7288 | |
| ER[a] | = | Expected return on investing in Dynamic Active |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Dynamic Active Market Risk Adjusted Performance Peers Comparison
Dynamic Market Risk Adjusted Performance Relative To Other Indicators
Dynamic Active Retirement lands at
#2 in market risk adjusted performance against similar ETFs. It is rated
below average in maximum drawdown against similar ETFs producing
3.92 in Maximum Drawdown for each unit of Market Risk Adjusted Performance. The spread between Maximum Drawdown and Market Risk Adjusted Performance for Dynamic Active Retirement sits at
3.92 Build portfolios using Macroaxis predefined set of investing ideas. Many of Macroaxis investing ideas can easily outperform a given market. Ideas can also be optimized per your risk profile before portfolio origination is invoked. Macroaxis thematic optimization helps investors identify companies most likely to benefit from changes or shifts in various micro-economic or local macro-level trends. Originating optimal thematic portfolios involves aligning investors' personal views, ideas, and beliefs with their actual investments.