BMO SPDR Market Risk Adjusted Performance
| ZXLR-F ETF | | | 28.26 -0.17 -0.60% |
Historical market data for BMO SPDR Real forms the basis of the Market Risk Adjusted Performance indicator shown here. The calculation draws on time-series market data across available periods.
Your Current Watchlist provides a view into diversified allocation design. All values are based on available data and provided as reference information. Tracking BMO SPDR Real in a portfolio helps measure its contribution to overall performance. Portfolio views show how individual holdings contribute to aggregate returns. Broader economic conditions can influence BMO SPDR Real's ETF valuation — related indicators include
signals in state.
BMO SPDR Real has current Market Risk Adjusted Performance of
-0.80.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | -0.80 | |
| ER[a] | = | Expected return on investing in BMO SPDR |
| 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
BMO SPDR Real is rated
below average in market risk adjusted performance compared to similar ETFs. It ranks first in maximum drawdown compared to similar ETFs .
Other Technical Indicators