Quantitative Market Risk Adjusted Performance
| GQLVX Fund | | | USD 13.65 0.13 0.96% |
Observed values used in the Market Risk Adjusted Performance indicator for Quantitative U S are included in this dataset. Comparable indicator datasets are structured within
Equity Screeners. Review
Risk vs Return Analysis for context on portfolio diversification. Portfolio construction reflects how positions are combined across holdings. Portfolio analysis tools can evaluate how Quantitative U S fits within a broader allocation. Drawdown analysis shows how each position affects portfolio volatility. Broader economic conditions can influence Quantitative U S's mutual fund valuation — related indicators include
signals in persons.
Quantitative U S has current Market Risk Adjusted Performance of 0.0307.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.0307 | |
| ER[a] | = | Expected return on investing in Quantitative |
| 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
Quantitative U S is rated
fourth in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
136.74 of Maximum Drawdown per Market Risk Adjusted Performance. At
136.74 , Quantitative U S's Maximum Drawdown-to-Market Risk Adjusted Performance multiple reflects the spread between these metrics
Other Technical Indicators