DOUBLELINE SHILLER Market Risk Adjusted Performance
| DLEUX Fund | | | USD 14.23 -0.28 -1.93% |
Reference data associated with the Market Risk Adjusted Performance technical indicator for Doubleline Shiller Enhanced. Indicator values reflect available price and volume data where applicable.
Doubleline Shiller Enhanced has current Market Risk Adjusted Performance of 0.2376.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.2376 | |
| ER[a] | = | Expected return on investing in DOUBLELINE SHILLER |
| 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
Doubleline Shiller Enhanced is rated
second in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
18.28 of Maximum Drawdown per Market Risk Adjusted Performance. At
18.28 , Doubleline Shiller Enhanced's Maximum Drawdown-to-Market Risk Adjusted Performance multiple reflects the spread between these metrics
Other Technical Indicators