Global X Risk Adjusted Performance

HAF Etf  CAD 6.94  0.04  0.58%   
Reference data associated with the Risk Adjusted Performance technical indicator for Global X Active. Indicator values reflect available price and volume data where applicable.
Global X Active has current Risk Adjusted Performance of 0.0344.

RAP

 = 

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

RFR

 = 
0.0344
ER[a] = Expected return on investing in Global X
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Global X Risk Adjusted Performance Peers Comparison

Global Risk Adjusted Performance Relative To Other Indicators

Global X Active lands at #5 in risk adjusted performance against similar ETFs. It is currently under evaluation in maximum drawdown against similar ETFs producing 50.56 in Maximum Drawdown for each unit of Risk Adjusted Performance. The spread between Maximum Drawdown and Risk Adjusted Performance for Global X Active sits at 50.56
Compare Global X to Peers

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