Ab All Market Risk Adjusted Performance
| AMTAX Fund | | | USD 11.32 -0.09 -0.79% |
This dataset for Ab All Market reflects inputs used in the Market Risk Adjusted Performance calculation. Values are derived from historical price and volume observations. Diversification context is available through
Trending Equities. Allocation context can improve visibility into portfolio balance. Diversification context is built from the relationships between portfolio holdings. This suggests a position in Ab All Market. The position sits inside the allocation 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 nation.
Ab All Market has current Market Risk Adjusted Performance of
-0.81.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | -0.81 | |
| ER[a] | = | Expected return on investing in Ab All |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Market Risk Adjusted Performance Peers Comparison
Market Risk Adjusted Performance Relative To Other Indicators
Ab All Market is rated
below average in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds .
Other Technical Indicators