First Trust Risk Adjusted Performance
| FST Etf | | | CAD 72.64 -1.07 -1.45% |
Reference data associated with the Risk Adjusted Performance technical indicator for First Trust Canadian. Values may reflect normalized price or volume observations.
First Trust Canadian has current Risk Adjusted Performance of 0.0357.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.0357 | |
Risk Adjusted Performance Peers Comparison
Risk Adjusted Performance Relative To Other Indicators
First Trust Canadian is rated
below average in risk adjusted performance against similar ETFs. It is currently under evaluation in maximum drawdown against similar ETFs producing
132.15 in Maximum Drawdown for each unit of Risk Adjusted Performance. The spread between Maximum Drawdown and Risk Adjusted Performance for First Trust Canadian sits at
132.15 Other Technical Indicators