Global X Risk Adjusted Performance
| HXDM Etf | | | CAD 58.16 -0.16 -0.27% |
The Risk Adjusted Performance profile for Global X Intl is based on historical price and volume observations. Coverage may vary depending on data availability and normalization methods.
Risk vs Return Analysis provides a view into diversified allocation design. Such insight adds context to allocation decisions within a diversified portfolio. Global X Intl can be evaluated within a portfolio framework for weight and risk impact. Weighting is typically determined by the allocation framework in use. Broader economic conditions can influence Global X Intl's etf valuation — related indicators include
signals in inflation.
Global X Intl has current Risk Adjusted Performance of 0.0144.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.0144 | |
Risk Adjusted Performance Peers Comparison
Risk Adjusted Performance Relative To Other Indicators
Global X Intl lands at
#5 in risk adjusted performance against similar ETFs. It is currently under evaluation in maximum drawdown against similar ETFs producing
352.88 in Maximum Drawdown for each unit of Risk Adjusted Performance. The spread between Maximum Drawdown and Risk Adjusted Performance for Global X Intl sits at
352.88 Other Technical Indicators