Hennessy Nerstone Market Risk Adjusted Performance
Observed values used to calculate the Market Risk Adjusted Performance technical indicator for Hennessy Nerstone Value. Technical inputs may vary across markets and data providers.
Hennessy Nerstone Value has current Market Risk Adjusted Performance of
-3.46.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | -3.46 | |
| ER[a] | = | Expected return on investing in Hennessy Nerstone |
| 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
Hennessy Nerstone Value 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