CAUSEWAY INTERNATIONAL Market Risk Adjusted Performance
| CIVIX Fund | | | USD 22.30 0.66 3.05% |
This dataset for Causeway International Value reflects inputs used in the Market Risk Adjusted Performance calculation. Values are derived from historical price and volume observations. Use
Trending Equities to better understand diversified portfolio construction. Allocation decisions are shaped by the composition and weighting of holdings. Tracking Causeway International Value in a portfolio helps measure its contribution to overall performance. Position weights are derived from the selected portfolio construction methodology. Broader economic conditions can influence Causeway International Value's mutual fund valuation — related indicators include
signals in gross domestic product.
Causeway International Value has current Market Risk Adjusted Performance of
-0.04.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | -0.04 | |
| ER[a] | = | Expected return on investing in CAUSEWAY INTERNATIONAL |
| 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
Causeway International Value 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