INTERNATIONAL INVESTORS Market Risk Adjusted Performance
| IIGCX Fund | | | USD 21.73 -1.37 -5.93% |
Reference data associated with the Market Risk Adjusted Performance technical indicator for International Investors Gold. Indicator inputs depend on available historical price observations.
International Investors Gold has current Market Risk Adjusted Performance of 0.2539.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.2539 | |
| ER[a] | = | Expected return on investing in INTERNATIONAL INVESTORS |
| 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
International Investors Gold is rated
below average in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
72.79 of Maximum Drawdown per Market Risk Adjusted Performance. At
72.79 , International Investors Gold's Maximum Drawdown-to-Market Risk Adjusted Performance multiple reflects the spread between these metrics
Other Technical Indicators