UTILITIES FUND Market Risk Adjusted Performance
| BULIX Fund | | | USD 20.30 -0.05 -0.25% |
Observed values used to calculate the Market Risk Adjusted Performance technical indicator for Utilities Fund Investor. Coverage may vary depending on data feeds and normalization methods.
Utilities Fund Investor has current Market Risk Adjusted Performance of 3.33.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 3.33 | |
| ER[a] | = | Expected return on investing in UTILITIES 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
Utilities Fund Investor ranks first in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
1.27 of Maximum Drawdown per Market Risk Adjusted Performance. At
1.27 , Utilities Fund Investor's Maximum Drawdown-to-Market Risk Adjusted Performance multiple reflects the spread between these metrics
Other Technical Indicators