Bondbloxx ETF Market Risk Adjusted Performance
| XTWO Etf | | | USD 49.13 -0.11 -0.22% |
Technical inputs supporting the Market Risk Adjusted Performance indicator for Bondbloxx ETF Trust are shown here. Values are derived from historical price and volume observations. Use
Your Current Watchlist to explore diversified allocation structure. Understanding allocation structure supports portfolio context. A position in Bondbloxx ETF Trust appears within the mix. The position is captured in the allocation summary. The relative size of each holding follows the allocation framework. This view summarizes available data without implying outcomes. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in manufacturing.
Bondbloxx ETF Trust has current Market Risk Adjusted Performance of 1.53.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 1.53 | |
| ER[a] | = | Expected return on investing in Bondbloxx ETF |
| 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
Bondbloxx ETF Trust lands at
#2 in market risk adjusted performance against similar ETFs. It is currently under evaluation in maximum drawdown against similar ETFs producing
0.27 in Maximum Drawdown for each unit of Market Risk Adjusted Performance. The spread between Market Risk Adjusted Performance and Maximum Drawdown for Bondbloxx ETF Trust sits at
3.77 Other Technical Indicators