Mackenzie Global Unknown Indicator
| QINF Etf | CAD 174.46 0.31 0.18% |
Other Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.2306 | |||
| Market Risk Adjusted Performance | 3.1 | |||
| Mean Deviation | 0.5047 | |||
| Semi Deviation | 0.2532 | |||
| Downside Deviation | 0.611 | |||
| Coefficient Of Variation | 339.23 | |||
| Standard Deviation | 0.644 | |||
| Variance | 0.4147 | |||
| Information Ratio | 0.3427 | |||
| Jensen Alpha | 0.1822 | |||
| Total Risk Alpha | 0.2131 | |||
| Sortino Ratio | 0.3612 | |||
| Treynor Ratio | 3.09 | |||
| Maximum Drawdown | 2.91 | |||
| Value At Risk | -0.91 | |||
| Potential Upside | 1.21 | |||
| Downside Variance | 0.3733 | |||
| Semi Variance | 0.0641 | |||
| Expected Short fall | -0.59 | |||
| Skewness | -0.04 | |||
| Kurtosis | -0.40 |