Lyxor MSCI Market Risk Adjusted Performance
| LYLEM Etf | | | USD 19.02 0.11 0.58% |
Reference data associated with the Market Risk Adjusted Performance technical indicator for Lyxor MSCI Emerging. Coverage may vary across instruments due to feed availability.
Lyxor MSCI Emerging has current Market Risk Adjusted Performance of 0.594.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.594 | |
| ER[a] | = | Expected return on investing in Lyxor MSCI |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Market Risk Adjusted Performance Peers Comparison
Market Risk Adjusted Performance Relative To Other Indicators
Lyxor MSCI Emerging maintains a
third standing in market risk adjusted performance across the ETF category. It is currently under evaluation in maximum drawdown across the ETF category yielding
12.00 of Maximum Drawdown per Market Risk Adjusted Performance. For Lyxor MSCI Emerging, Maximum Drawdown stands at
12.00 times Market Risk Adjusted Performance
Other Technical Indicators