ProShares UltraShort Market Risk Adjusted Performance
| MZZ Etf | | | USD 7.32 -0.14 -1.88% |
ProShares UltraShort market risk adjusted performance lookup summarizes this and related technical indicators for ProShares UltraShort MidCap400. Coverage varies by data normalization and availability; see
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Correlation Analysis to better understand diversified portfolio construction. Such insight adds context to allocation decisions within a diversified portfolio. This includes a position in ProShares UltraShort MidCap400 within the portfolio mix. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in nation.
ProShares UltraShort MidCap400 has current Market Risk Adjusted Performance of 0.0708.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.0708 | |
| ER[a] | = | Expected return on investing in ProShares UltraShort |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
ProShares UltraShort Market Risk Adjusted Performance Peers Comparison
ProShares Market Risk Adjusted Performance Relative To Other Indicators
ProShares UltraShort MidCap400 maintains a
fifth in Market Risk Adjusted Performance in market risk adjusted performance as compared to similar ETFs. It is currently under evaluation. in maximum drawdown as compared to similar ETFs reporting about
130.56 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for ProShares UltraShort MidCap400 is roughly
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