HARDING LOEVNER Market Risk Adjusted Performance
| HLFFX Fund | | | USD 8.99 0.06 0.67% |
Historical market data for Harding Loevner Frontier forms the basis of the Market Risk Adjusted Performance indicator shown here. The indicator computation uses normalized market activity data. Use
Risk vs Return Analysis to explore diversified allocation structure. All figures are based on reported data and are informational in nature. Tracking Harding Loevner Frontier in a portfolio helps measure its contribution to overall performance. Position sizing depends on the allocation methodology selected for the portfolio. Broader economic conditions can influence Harding Loevner Frontier's mutual fund valuation — related indicators include
signals in price.
Harding Loevner Frontier has current Market Risk Adjusted Performance of 0.6046.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.6046 | |
| ER[a] | = | Expected return on investing in HARDING LOEVNER |
| 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
Harding Loevner Frontier ranks first in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
6.93 of Maximum Drawdown per Market Risk Adjusted Performance. At
6.93 , Harding Loevner Frontier's Maximum Drawdown-to-Market Risk Adjusted Performance multiple reflects the spread between these metrics
Other Technical Indicators