Gotham Large Market Risk Adjusted Performance
| GVALX Fund | | | USD 14.47 0.12 0.84% |
This dataset for Gotham Large Value reflects inputs used in the Market Risk Adjusted Performance calculation. Data availability for the calculation period determines indicator completeness. Portfolio design and allocation context appear in
Risk vs Return Analysis. The view supports a broader understanding of portfolio structure. Gotham Large Value can be added to a watchlist or portfolio for position tracking. Position weights are derived from the selected portfolio construction methodology. Broader economic conditions can influence Gotham Large Value's mutual fund valuation — related indicators include
signals in board of governors.
Gotham Large Value has current Market Risk Adjusted Performance of 0.3383.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.3383 | |
| ER[a] | = | Expected return on investing in Gotham Large |
| 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
Gotham Large Value is rated
second in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
39.12 of Maximum Drawdown per Market Risk Adjusted Performance. At
39.12 , Gotham Large Value's Maximum Drawdown-to-Market Risk Adjusted Performance multiple reflects the spread between these metrics
Other Technical Indicators