Brompton Global Risk Adjusted Performance

Reference Data . Etfs . Canada . 
Etf . Brompton Global Healthcare
HIG Etf  CAD 7.57  -0.10  -1.30%   
Reference data associated with the Risk Adjusted Performance technical indicator for Brompton Global Healthcare. Additional screening context is available through Equity Screeners.
Brompton Global Healthcare has current Risk Adjusted Performance of -0.03.

RAP

 = 

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

RFR

 = 
-0.03
ER[a] = Expected return on investing in Brompton Global
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

Brompton Global Healthcare is rated below average in risk adjusted performance against similar ETFs. It is currently under evaluation in maximum drawdown against similar ETFs .
Compare Brompton Global to Peers

Other Technical Indicators

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Math Operators
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Risk Adjusted Performance-0.03
Market Risk Adjusted Performance-0.08
Mean Deviation0.6858
Coefficient Of Variation-2,851
Standard Deviation0.9007
Variance0.8113
Information Ratio0.0493
Jensen Alpha-0.0008
Total Risk Alpha0.0558
Treynor Ratio-0.09
Maximum Drawdown4.92
Value At Risk-1.50
Potential Upside1.25
Skewness-0.12
Kurtosis1.03
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