Ultimus Managers Market Risk Adjusted Performance
| MDST Etf | | | 28.91 0.01 0.03% |
The Market Risk Adjusted Performance indicator for Ultimus Managers Trust is derived from observed market data. The calculation draws on time-series market data across available periods. Exchange-specific data schedules may affect the recency of readings. For broader technical screening across instruments, see
Equity Screeners. Ultimus Managers has a market cap of 802.73 M, operating margin of 43.6%. See
Correlation Analysis for portfolio-level analysis. Allocation data is presented for contextual reference. The portfolio reflects a holding in Ultimus Managers Trust. The weighting is visible within the allocation breakdown. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in population.
Ultimus Managers Trust has current Market Risk Adjusted Performance of 16.68.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 16.68 | |
| ER[a] | = | Expected return on investing in Ultimus Managers |
| 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
Ultimus Managers Trust earns the top ranking in market risk adjusted performance across the ETF category. It is currently under evaluation in maximum drawdown across the ETF category yielding
0.18 of Maximum Drawdown per Market Risk Adjusted Performance. For Ultimus Managers Trust, Market Risk Adjusted Performance stands at
5.70 times Maximum Drawdown
Other Technical Indicators