PowerShares EURO Risk Adjusted Performance
EUHD Etf | EUR 25.56 0.08 0.31% |
PowerShares |
| = | 0.1023 |
ER[a] | = | Expected return on investing in PowerShares EURO |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
PowerShares EURO Risk Adjusted Performance Peers Comparison
PowerShares Risk Adjusted Performance Relative To Other Indicators
PowerShares EURO STOXX is rated # 3 ETF in risk adjusted performance as compared to similar ETFs. It is rated below average in maximum drawdown as compared to similar ETFs reporting about 25.36 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for PowerShares EURO STOXX is roughly 25.36
Risk Adjusted Performance |
Compare PowerShares EURO to Peers |
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PowerShares EURO Technical Signals
All PowerShares EURO 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 | 0.1023 | |||
Market Risk Adjusted Performance | (4.49) | |||
Mean Deviation | 0.5108 | |||
Semi Deviation | 0.6003 | |||
Downside Deviation | 0.7106 | |||
Coefficient Of Variation | 616.75 | |||
Standard Deviation | 0.6281 | |||
Variance | 0.3945 | |||
Information Ratio | 0.0357 | |||
Jensen Alpha | 0.0933 | |||
Total Risk Alpha | 0.0228 | |||
Sortino Ratio | 0.0315 | |||
Treynor Ratio | (4.50) | |||
Maximum Drawdown | 2.59 | |||
Value At Risk | (1.13) | |||
Potential Upside | 0.8723 | |||
Downside Variance | 0.505 | |||
Semi Variance | 0.3604 | |||
Expected Short fall | (0.53) | |||
Skewness | (0.55) | |||
Kurtosis | (0.44) |