BetaPro SAMPP Risk Adjusted Performance

Reference Data . Etfs . Canada . 
Etf . BetaPro SAMPP 500
HSU Etf  CAD 29.78  0.15  0.51%   
Reference data associated with the Risk Adjusted Performance technical indicator for BetaPro SAMPP 500. Some instruments may provide partial coverage depending on trading history.
BetaPro SAMPP 500 has current Risk Adjusted Performance of -0.05.

RAP

 = 

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

RFR

 = 
-0.05
ER[a] = Expected return on investing in BetaPro SAMPP
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

BetaPro SAMPP 500 lands at #3 in risk adjusted performance against similar ETFs. It is currently under evaluation in maximum drawdown against similar ETFs .
Compare BetaPro SAMPP to Peers

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Risk Adjusted Performance-0.05
Market Risk Adjusted Performance0.7683
Mean Deviation1.12
Coefficient Of Variation-1,539
Standard Deviation1.42
Variance2.02
Information Ratio-0.01
Jensen Alpha-0.11
Total Risk Alpha0.0513
Treynor Ratio0.7583
Maximum Drawdown6.94
Value At Risk-2.63
Potential Upside1.75
Skewness-0.06
Kurtosis-0.07
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