CRM ALL Market Risk Adjusted Performance
| CRMEX Fund | | | USD 7.08 0.07 1.00% |
Technical inputs supporting the Market Risk Adjusted Performance indicator for Crm All Cap are shown here. The information is based on observed market data across timeframes.
Trending Equities provides context for diversified portfolio construction. Such insight adds context to allocation decisions within a diversified portfolio. Tracking Crm All Cap in a portfolio provides context for performance attribution. Watchlist features allow monitoring without committing to a position. Broader economic conditions can influence Crm All Cap's mutual fund valuation — related indicators include
signals in median.
Crm All Cap has current Market Risk Adjusted Performance of 0.0295.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.0295 | |
| ER[a] | = | Expected return on investing in CRM 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
Crm All Cap is rated
fifth in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
209.17 of Maximum Drawdown per Market Risk Adjusted Performance. At
209.17 , Crm All Cap's Maximum Drawdown-to-Market Risk Adjusted Performance multiple reflects the spread between these metrics
Other Technical Indicators