Rayliant Quantamental Market Risk Adjusted Performance
| RAYEDelisted Etf | | | USD 30.15 -0.49 -1.60% |
The Market Risk Adjusted Performance indicator for Rayliant Quantamental is constructed from normalized market data. Related indicator context is organized within
Equity Screeners. Review
Your Equity Center to understand diversified portfolio construction. Diversified allocation aims to distribute exposure across multiple positions. A position in Rayliant Quantamental Emerging appears within the mix. The position is captured in the allocation summary. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in private.
Rayliant Quantamental Emerging has current Market Risk Adjusted Performance of 0.2125.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.2125 | |
| ER[a] | = | Expected return on investing in Rayliant Quantamental |
| 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
Rayliant Quantamental Emerging holds the
#2 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
60.54 . The Maximum Drawdown to Market Risk Adjusted Performance ratio for Rayliant Quantamental Emerging comes in at
60.54 Other Technical Indicators