Dodge Cox Market Risk Adjusted Performance
| DOXLX Fund | | | USD 11.17 -0.10 -0.89% |
The Market Risk Adjusted Performance calculation for Dodge Cox draws on price and volume history. Each data point is derived from standardized price and volume feeds. The depth of trading history affects the precision of the indicator.
Investing Opportunities provides context for diversified portfolio design. Additional portfolio transparency improves capital positioning. Diversification analysis considers the interaction of positions within a portfolio. This view summarizes available data without implying outcomes. This includes a position in Dodge Cox Global. The position sits inside the allocation mix. Portfolio construction methods define how positions are sized. 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 board of governors.
Dodge Cox Global has current Market Risk Adjusted Performance of
-0.12.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | -0.12 | |
| ER[a] | = | Expected return on investing in Dodge Cox |
| 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
Dodge Cox Global 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