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Munis Small Value Large Value 
Benchmark  United States  NYSE  10,533   27.041 Index Moved Up 0.26%  


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In the context of Modern Portfolio Theory, risk-return relation is the theoretical association between the return expected from investment and the amount of risk assumed in that investment. The more return investor expects from the market, the more risk must be undertaken to achieve that return.

What is risk-adjusted return and how do I measure it in today's market?

Before comparing or considering investments, it is better to perform a risk-adjusted return calculation that will adjust the returns according to how risky the investments are. The riskier they are, the more the returns are lowered before any comparison. Technically risk refers to mean volatility, which measures how returns vary over a given period of time. An investment or a portfolio that grows steadily has low risk, and another investment with a value that jumps up and down unpredictably has high risk.

To create risk and return landscape specify valid comma-separated symbols and hit Analyze Watchlist button.

Please note, the New York Stock Exchange (NYSE) and American Stock Exchange (AMEX) have recently merged. Although Macroaxis has implemented solutions to handle this transition gracefully, you may still find some securities that may not be fully transferred from one exchange to another.
 

Risk Adjusted Returns Analysis

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 Daily Expected Return (%)
 
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Minor numerical discrepancies may occur due to the rounding error.
All rounding is performed to 2 decimal points.

Assets rated by market efficiency

Efficiency (Sharpe Ratio)Risk (Volatility)Expected ReturnCurrent Price
* Advice is based on 30 days investment horizon and default level of risk. Use Portfolio Analizer to fine-tune all your assumptions. Check your current assumptions here

Distribution Greeks

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Technical analysis of total daily returns

Risk Adjusted Performance0.0Market Risk Adjusted Performance0.0
Mean Deviation0.0Semi Deviation0.0
Downside Deviation0.0Coefficient Of Variation0.0
Standard Deviation0.0Variance0.0
Information Ratio0.0Jensen Alpha0.0
Total Risk Alpha0.0Sortino Ratio0.0
Treynor Ratio0.0Maximum Drawdown0.0
Value At Risk0.0Potential Upside0.0
Downside Variance0.0Semi Variance0.0
Expected Short fall0.0Skewness0.0
Kurtosis0.0Bitcoin DirectoryCorrelation Matrix