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 | |
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
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