Advisorsa Inner Market Risk Adjusted Performance
| SAMT Etf | | | USD 39.64 -0.09 -0.23% |
The Market Risk Adjusted Performance indicator for The Advisorsa Inner is derived from observed market data. The dataset is based on observed market activity where data is available. Some instruments may report limited inputs depending on trading history. Broader indicator relationships are reflected within
Equity Screeners.
World Market Map provides context for diversified portfolio construction. Such insight adds context to allocation decisions within a diversified portfolio. The overall portfolio profile is shaped by the distribution of its holdings. This overview is based on available data and does not express a directional view. This reflects a position in The Advisorsa Inner. It is distributed across the allocation. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in board of governors.
The Advisorsa Inner has current Market Risk Adjusted Performance of
-0.33.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | -0.33 | |
| ER[a] | = | Expected return on investing in Advisorsa Inner |
| 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
The Advisorsa Inner is rated
below average in market risk adjusted performance across the ETF category. It is currently under evaluation in maximum drawdown across the ETF category .
Other Technical Indicators