Rational Real Market Risk Adjusted Performance
| HRSAX Fund | | | USD 16.10 0.01 0.06% |
Observed values used in the Market Risk Adjusted Performance indicator for Rational Real Strategies are included in this dataset. The underlying data comes from exchange-reported trading records. Market data gaps can influence the computed indicator values. For broader technical screening across instruments, see
Equity Screeners.
Risk vs Return Analysis provides context for diversified portfolio design. Refined allocation visibility enhances overall portfolio context. Portfolio balance depends on how holdings are weighted relative to each other. A position in Rational Real Strategies is part of the allocation. It is reflected in the overall portfolio structure. How positions are weighted depends on the construction approach used. Reported data is organized for reference and does not imply a course of action. 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 nation.
Rational Real Strategies has current Market Risk Adjusted Performance of 0.6278.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.6278 | |
| ER[a] | = | Expected return on investing in Rational Real |
| 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
Rational Real Strategies is rated
second in market risk adjusted performance among similar funds. It is rated
below average in maximum drawdown among similar funds reporting about
1.48 of Maximum Drawdown per Market Risk Adjusted Performance. At
1.48 , Rational Real Strategies's Maximum Drawdown-to-Market Risk Adjusted Performance multiple reflects the spread between these metrics
Other Technical Indicators