Global X Risk Adjusted Performance

Reference Data . Etfs Canada . 
Etf . Global X Enhanced
HEX Etf  CAD 13.85  0.14  1.02%   
Observed values used to calculate the Risk Adjusted Performance technical indicator for Global X Enhanced. Indicator inputs depend on available historical price observations.
Global X Enhanced has current Risk Adjusted Performance of 0.0346.

RAP

 = 

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

RFR

 = 
0.0346
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.

Risk Adjusted Performance Peers Comparison

Risk Adjusted Performance Relative To Other Indicators

Global X Enhanced takes the leading position in risk adjusted performance against similar ETFs. It is currently under evaluation in maximum drawdown against similar ETFs producing 104.63 in Maximum Drawdown for each unit of Risk Adjusted Performance. The spread between Maximum Drawdown and Risk Adjusted Performance for Global X Enhanced sits at 104.63
Compare Global X to Peers

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Risk Adjusted Performance0.0346
Market Risk Adjusted Performance-0.14
Mean Deviation0.4672
Semi Deviation0.7171
Downside Deviation0.8045
Coefficient Of Variation2178.45
Standard Deviation0.6747
Variance0.4552
Information Ratio0.0916
Jensen Alpha0.0154
Total Risk Alpha0.0559
Sortino Ratio0.0769
Treynor Ratio-0.15
Maximum Drawdown3.62
Value At Risk-1.13
Potential Upside1.15
Downside Variance0.6473
Semi Variance0.5142
Expected Short fall-0.50
Skewness-1.25
Kurtosis4.23
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