The Arbitrage Market Risk Adjusted Performance
| AGCAX Fund | | | USD 9.84 0.01 0.10% |
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The Arbitrage Credit has current Market Risk Adjusted Performance of 0.186.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.186 | |
| ER[a] | = | Expected return on investing in The Arbitrage |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
The Arbitrage Market Risk Adjusted Performance Peers Comparison
The Market Risk Adjusted Performance Relative To Other Indicators
The Arbitrage Credit is rated
below average in market risk adjusted performance among similar funds. It is rated
below average in maximum drawdown among similar funds reporting about
3.32 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for The Arbitrage Credit is roughly
3.32
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