Low Duration Market Risk Adjusted Performance
| GLDYX Fund | | | USD 12.95 -0.03 -0.23% |
Low Duration market risk adjusted performance lookup summarizes this and related technical indicators for Low Duration Bond Institutional. Coverage varies by data normalization and availability; see
Equity Screeners for broader screening context. Use
Risk vs Return Analysis to better understand diversified portfolio construction. Such insight adds context to allocation decisions within a diversified portfolio. This includes a position in Low Duration Bond Institutional 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 small area income & poverty estimates.
Low Duration Bond Institutional has current Market Risk Adjusted Performance of 0.1242.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.1242 | |
| ER[a] | = | Expected return on investing in Low Duration |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Low Duration Market Risk Adjusted Performance Peers Comparison
Low Market Risk Adjusted Performance Relative To Other Indicators
Low Duration Bond Institutional is rated
third in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
3.11 of Maximum Drawdown per Market Risk Adjusted Performance. At
3.11 , Low Duration Bond Institutional's Maximum Drawdown-to-Market Risk Adjusted Performance multiple reflects the spread between these metrics
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