IShares SAMPPTSX Risk Adjusted Performance

XUT Etf  CAD 35.24  -0.10  -0.28%   
Reference data associated with the Risk Adjusted Performance technical indicator for iShares SAMPPTSX Capped. Coverage may vary depending on data feeds and normalization methods.
iShares SAMPPTSX Capped has current Risk Adjusted Performance of 0.1464.

RAP

 = 

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

RFR

 = 
0.1464
ER[a] = Expected return on investing in IShares SAMPPTSX
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

IShares SAMPPTSX Risk Adjusted Performance Peers Comparison

IShares Risk Adjusted Performance Relative To Other Indicators

iShares SAMPPTSX Capped lands at #2 in risk adjusted performance against similar ETFs. It is currently under evaluation in maximum drawdown against similar ETFs producing 28.34 in Maximum Drawdown for each unit of Risk Adjusted Performance. The spread between Maximum Drawdown and Risk Adjusted Performance for iShares SAMPPTSX Capped sits at 28.34
Compare IShares SAMPPTSX to Peers

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