SELECT FUND Market Risk Adjusted Performance
Reference data associated with the Market Risk Adjusted Performance technical indicator for Select Fund R. Coverage may vary across instruments due to feed availability.
Select Fund R has current Market Risk Adjusted Performance of 0.2404.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.2404 | |
| ER[a] | = | Expected return on investing in SELECT FUND |
| 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
Select Fund R is rated
third in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
16.68 of Maximum Drawdown per Market Risk Adjusted Performance. At
16.68 , Select Fund R's Maximum Drawdown-to-Market Risk Adjusted Performance multiple reflects the spread between these metrics
Other Technical Indicators