Global Stock Market Risk Adjusted Performance
| DGLAX Fund | | | USD 16.39 -0.26 -1.56% |
Global Stock market risk adjusted performance lookup summarizes this and related technical indicators for Global Stock Fund. Coverage varies by data normalization and availability; see
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Investing Opportunities to better understand diversified portfolio construction. Such insight adds context to allocation decisions within a diversified portfolio. This includes a position in Global Stock Fund within the portfolio mix. 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 nation.
Global Stock Fund has current Market Risk Adjusted Performance of 2.38.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 2.38 | |
| ER[a] | = | Expected return on investing in Global Stock |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Global Stock Market Risk Adjusted Performance Peers Comparison
Global Market Risk Adjusted Performance Relative To Other Indicators
Global Stock Fund currently holds the
# 2 position in market risk adjusted performance among similar funds. It is currently under evaluation. in maximum drawdown among similar funds reporting about
16.95 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Global Stock Fund is roughly
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