UBS ETF Market Risk Adjusted Performance
| SMMCHA Etf | | | CHF 299.60 1.40 0.47% |
Observed values used to calculate the Market Risk Adjusted Performance technical indicator for UBS ETF SMIM. Availability may differ across exchanges, markets, and reporting intervals.
UBS ETF SMIM has current Market Risk Adjusted Performance of 0.0598.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.0598 | |
| ER[a] | = | Expected return on investing in UBS ETF |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
UBS ETF Market Risk Adjusted Performance Peers Comparison
UBS Market Risk Adjusted Performance Relative To Other Indicators
UBS ETF SMIM is rated
fourth in market risk adjusted performance compared to similar ETFs. It is rated
third in maximum drawdown compared to similar ETFs reporting about
79.40 of Maximum Drawdown per Market Risk Adjusted Performance. At
79.40 , UBS ETF SMIM's Maximum Drawdown-to-Market Risk Adjusted Performance multiple reflects the spread between these metrics
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