BMO Low Market Risk Adjusted Performance
| ZLE Etf | | | CAD 22.69 0.07 0.31% |
BMO Low market risk adjusted performance lookup summarizes this and related technical indicators for BMO Low Volatility. Coverage depends on data availability and normalization;
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BMO Low Volatility has current Market Risk Adjusted Performance of 0.1406.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.1406 | |
| ER[a] | = | Expected return on investing in BMO Low |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
BMO Low Market Risk Adjusted Performance Peers Comparison
BMO Market Risk Adjusted Performance Relative To Other Indicators
BMO Low Volatility lands at
#3 in market risk adjusted performance against similar ETFs. It is currently under evaluation in maximum drawdown against similar ETFs producing
45.75 in Maximum Drawdown for each unit of Market Risk Adjusted Performance. The spread between Maximum Drawdown and Market Risk Adjusted Performance for BMO Low Volatility sits at
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