TCW Transform Market Risk Adjusted Performance
| PWRD ETF | | | 96.78 -0.53 -0.54% |
Technical inputs supporting the Market Risk Adjusted Performance indicator for TCW Transform Systems are shown here. Values are derived from historical price and volume observations. TCW Transform has current ratio of 1.87. See
Your Equity Center for additional portfolio context. TCW Transform Systems can be included in a portfolio to evaluate diversification impact. Diversification analysis reveals overlap and concentration across holdings. Broader economic conditions can influence TCW Transform Systems's ETF valuation — related indicators include
signals in real.
TCW Transform Systems has current Market Risk Adjusted Performance of 0.0241.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.0241 | |
| ER[a] | = | Expected return on investing in TCW Transform |
| 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
TCW Transform Systems holds the
#3 position for market risk adjusted performance among peer ETFs. It is currently under evaluation for maximum drawdown among peer ETFs with a Maximum Drawdown-to-Market Risk Adjusted Performance ratio near
342.05 . The Maximum Drawdown to Market Risk Adjusted Performance ratio for TCW Transform Systems comes in at
342.05 Other Technical Indicators