VictoryShares USAA Market Risk Adjusted Performance
| UITB Etf | | | USD 46.72 -0.37 -0.79% |
Observed values used in the Market Risk Adjusted Performance indicator for VictoryShares USAA Core are included in this dataset. The information is based on observed market data across timeframes. Diversification context is available through
World Market Map. Allocation context can improve visibility into portfolio balance. Diversification context is built from the relationships between portfolio holdings. The information is presented without directional commentary. A position in VictoryShares USAA Core appears within the mix. The allocation reflects this within the position set. Position sizing reflects the allocation methodology applied to the portfolio. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in population.
VictoryShares USAA Core has current Market Risk Adjusted Performance of
-0.27.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | -0.27 | |
| ER[a] | = | Expected return on investing in VictoryShares USAA |
| 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
VictoryShares USAA Core is rated
below average in market risk adjusted performance compared to similar ETFs. It is currently under evaluation in maximum drawdown compared to similar ETFs .
Other Technical Indicators