CORE BOND Market Risk Adjusted Performance
| EXCRX Fund | | | USD 9.20 -0.08 -0.86% |
The Market Risk Adjusted Performance calculation for CORE BOND 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. For portfolio construction context, review
Investing Opportunities. Clearer exposure analysis supports long-term portfolio balance. Allocation decisions are shaped by the composition and weighting of holdings. A position in Core Bond Series is part of the allocation. It is reflected in the overall portfolio structure. How positions are weighted depends on the construction approach used. 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 main economic indicators.
Core Bond Series has current Market Risk Adjusted Performance of
-0.25.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | -0.25 | |
| ER[a] | = | Expected return on investing in CORE BOND |
| 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
Core Bond Series 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