VanEck Morningstar Risk Adjusted Performance
MOAT Etf | USD 85.74 0.76 0.89% |
VanEck |
| = | 0.0314 |
ER[a] | = | Expected return on investing in VanEck Morningstar |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
VanEck Morningstar Risk Adjusted Performance Peers Comparison
VanEck Risk Adjusted Performance Relative To Other Indicators
VanEck Morningstar Wide is rated below average in risk adjusted performance as compared to similar ETFs. It is currently under evaluation in maximum drawdown as compared to similar ETFs reporting about 110.24 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for VanEck Morningstar Wide is roughly 110.24
Risk Adjusted Performance |
Compare VanEck Morningstar to Peers |
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VanEck Morningstar Technical Signals
All VanEck Morningstar Technical Indicators
Cycle Indicators | ||
Math Operators | ||
Math Transform | ||
Momentum Indicators | ||
Overlap Studies | ||
Pattern Recognition | ||
Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
Risk Adjusted Performance | 0.0314 | |||
Market Risk Adjusted Performance | 0.0333 | |||
Mean Deviation | 0.6002 | |||
Semi Deviation | 0.8688 | |||
Downside Deviation | 0.9241 | |||
Coefficient Of Variation | 2093.44 | |||
Standard Deviation | 0.7713 | |||
Variance | 0.5948 | |||
Information Ratio | (0.07) | |||
Jensen Alpha | (0.06) | |||
Total Risk Alpha | (0.07) | |||
Sortino Ratio | (0.06) | |||
Treynor Ratio | 0.0233 | |||
Maximum Drawdown | 3.46 | |||
Value At Risk | (1.70) | |||
Potential Upside | 1.05 | |||
Downside Variance | 0.854 | |||
Semi Variance | 0.7548 | |||
Expected Short fall | (0.56) | |||
Skewness | (0.79) | |||
Kurtosis | 0.7842 |