World Ex Market Risk Adjusted Performance
| DFWIX Fund | | | USD 16.92 -0.44 -2.53% |
The Market Risk Adjusted Performance indicator for World Ex is constructed from normalized market data. Values reflect historical observations within the available dataset. Portfolio design and allocation context appear in
Investing Opportunities. The view supports a broader understanding of portfolio structure. Portfolio balance depends on how holdings are weighted relative to each other. This reflects a position in World Ex Core. This is situated within the portfolio mix. The allocation framework shapes how individual positions are weighted. All metrics are derived from available inputs and shown for reference. 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 gross domestic product.
World Ex Core has current Market Risk Adjusted Performance of 0.0372.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.0372 | |
| ER[a] | = | Expected return on investing in World Ex |
| 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
World Ex Core is rated
third in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
145.05 of Maximum Drawdown per Market Risk Adjusted Performance. At
145.05 , World Ex Core's Maximum Drawdown-to-Market Risk Adjusted Performance multiple reflects the spread between these metrics
Other Technical Indicators