TD Active Risk Adjusted Performance

TPRF Etf  CAD 12.59  -0.05  -0.40%   
The Risk Adjusted Performance calculation for TD Active draws on price and volume history. All inputs are based on actual trading observations from supported exchanges. Data availability for the calculation period determines indicator completeness. Use World Market Map to explore diversified allocation structure. Allocation context can improve visibility into portfolio balance. The construction of a diversified portfolio involves managing position exposure. This includes a position in TD Active Preferred. The allocation reflects this within the position set. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in inflation.
TD Active Preferred has current Risk Adjusted Performance of 0.1251.

RAP

 = 

(ER[a] - RFR) * STD[b])/STD[b]

RFR

 = 
0.1251
ER[a] = Expected return on investing in TD Active
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Risk Adjusted Performance Peers Comparison

Risk Adjusted Performance Relative To Other Indicators

TD Active Preferred lands at #3 in risk adjusted performance against similar ETFs. It is currently under evaluation in maximum drawdown against similar ETFs producing 7.68 in Maximum Drawdown for each unit of Risk Adjusted Performance. The spread between Maximum Drawdown and Risk Adjusted Performance for TD Active Preferred sits at 7.68
Compare TD Active to Peers

Other Technical Indicators