VanEck Global Market Risk Adjusted Performance
| TRET Etf | | | EUR 38.46 -0.90 -2.29% |
Observed values used in the Market Risk Adjusted Performance indicator for VanEck Global Real are included in this dataset. The underlying data comes from exchange-reported trading records. Review
World Market Map for context on portfolio diversification. Portfolio-level transparency adds depth to allocation analysis. A position in VanEck Global Real is indicated here. It is reflected in the overall portfolio structure. 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.
VanEck Global Real has current Market Risk Adjusted Performance of 0.3058.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.3058 | |
| ER[a] | = | Expected return on investing in VanEck Global |
| 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
VanEck Global Real maintains a
second standing in market risk adjusted performance across the ETF category. It is currently under evaluation in maximum drawdown across the ETF category yielding
13.69 of Maximum Drawdown per Market Risk Adjusted Performance. For VanEck Global Real, Maximum Drawdown stands at
13.69 times Market Risk Adjusted Performance
Other Technical Indicators