Amg River Market Risk Adjusted Performance
| ARRFX Fund | | | USD 12.45 -0.11 -0.88% |
Historical market data for Amg River Road forms the basis of the Market Risk Adjusted Performance indicator shown here. Related indicator context is organized within
Equity Screeners.
Trending Equities frames the approach to diversified portfolio design. The view supports a broader understanding of portfolio structure. This suggests a position in Amg River Road. 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 price.
Amg River Road has current Market Risk Adjusted Performance of 0.2023.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.2023 | |
| ER[a] | = | Expected return on investing in Amg River |
| 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
Amg River Road is rated
third in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
70.29 of Maximum Drawdown per Market Risk Adjusted Performance. At
70.29 , Amg River Road's Maximum Drawdown-to-Market Risk Adjusted Performance multiple reflects the spread between these metrics
Other Technical Indicators