UBS Core Market Risk Adjusted Performance
| EUREUA Etf | | | EUR 95.11 -2.54 -2.60% |
Reference data associated with the Market Risk Adjusted Performance technical indicator for UBS Core MSCI. Some instruments may provide partial coverage depending on trading history.
UBS Core MSCI has current Market Risk Adjusted Performance of 0.2319.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.2319 | |
| ER[a] | = | Expected return on investing in UBS Core |
| 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
UBS Core MSCI is rated
third in market risk adjusted performance compared to similar ETFs. It is currently under evaluation in maximum drawdown compared to similar ETFs reporting about
20.63 of Maximum Drawdown per Market Risk Adjusted Performance. At
20.63 , UBS Core MSCI's Maximum Drawdown-to-Market Risk Adjusted Performance multiple reflects the spread between these metrics
Other Technical Indicators