STRATEGIC ALLOCATION: Market Risk Adjusted Performance
| ACCIX Fund | | | USD 5.60 -0.02 -0.36% |
The Market Risk Adjusted Performance technical lookup provides context for Strategic Allocation Servative and related instruments. Coverage varies by data normalization and availability; see
Equity Screeners for broader screening context.
Trending Equities provides context for diversified portfolio construction. Such insight adds context to allocation decisions within a diversified portfolio. This reflects a position in Strategic Allocation Servative within the portfolio mix. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as
signals in gross domestic product.
Strategic Allocation Servative has current Market Risk Adjusted Performance of 0.0864.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.0864 | |
| ER[a] | = | Expected return on investing in STRATEGIC ALLOCATION: |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
STRATEGIC ALLOCATION: Market Risk Adjusted Performance Peers Comparison
STRATEGIC Market Risk Adjusted Performance Relative To Other Indicators
Strategic Allocation Servative is rated
third in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
52.50 of Maximum Drawdown per Market Risk Adjusted Performance. At
52.50 , Strategic Allocation Servative's Maximum Drawdown-to-Market Risk Adjusted Performance multiple reflects the spread between these metrics
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