Innovator ETFs Market Risk Adjusted Performance
| UMAY Etf | | | USD 36.74 -0.03 -0.08% |
Observed values used in the Market Risk Adjusted Performance indicator for Innovator ETFs Trust are included in this dataset. The underlying data comes from exchange-reported trading records. Market data gaps can influence the computed indicator values. For broader technical screening across instruments, see
Equity Screeners. Portfolio design and allocation context appear in
World Market Map. The view supports a broader understanding of portfolio structure. Portfolio balance depends on how holdings are weighted relative to each other. The portfolio reflects a holding in Innovator ETFs Trust. The weighting is visible within the allocation breakdown. The relative size of each holding follows the allocation framework. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in nation.
Innovator ETFs Trust has current Market Risk Adjusted Performance of 0.0488.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.0488 | |
| ER[a] | = | Expected return on investing in Innovator ETFs |
| 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
Innovator ETFs Trust is rated
third in market risk adjusted performance compared to similar ETFs. It is currently under evaluation in maximum drawdown compared to similar ETFs reporting about
15.66 of Maximum Drawdown per Market Risk Adjusted Performance. At
15.66 , Innovator ETFs Trust's Maximum Drawdown-to-Market Risk Adjusted Performance multiple reflects the spread between these metrics
Other Technical Indicators