Financial Risk Adjusted Performance

Reference Data . Etfs . Canada . 
Etf . Financial 15 Split
FTN Etf  CAD 9.70  0.10  1.04%   
Reference data associated with the Risk Adjusted Performance technical indicator for Financial 15 Split. Certain instruments may report limited data depending on market coverage.
Financial 15 Split has current Risk Adjusted Performance of -0.01.

RAP

 = 

(ER[a] - RFR) * STD[b])/STD[b]

RFR

 = 
-0.01
ER[a] = Expected return on investing in Financial
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Risk Adjusted Performance Peers Comparison

Risk Adjusted Performance Relative To Other Indicators

Financial 15 Split is rated below average in risk adjusted performance against similar ETFs. It is currently under evaluation in maximum drawdown against similar ETFs .
Compare Financial to Peers

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Risk Adjusted Performance-0.01
Market Risk Adjusted Performance-0.03
Mean Deviation1.12
Coefficient Of Variation-4,828
Standard Deviation1.93
Variance3.71
Information Ratio0.0188
Jensen Alpha0.0501
Total Risk Alpha0.1583
Treynor Ratio-0.04
Maximum Drawdown12.29
Value At Risk-3.94
Potential Upside2.44
Skewness-0.09
Kurtosis5.68
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