PERKINS MID Market Risk Adjusted Performance
| JMCVX Fund | | | USD 15.43 -0.25 -1.59% |
The Market Risk Adjusted Performance indicator for Perkins Mid Cap is derived from observed market data. The dataset is based on observed market activity where data is available. Some instruments may report limited inputs depending on trading history. Broader indicator relationships are reflected within
Equity Screeners.
Risk vs Return Analysis provides context for diversified portfolio construction. Such insight adds context to allocation decisions within a diversified portfolio. A position in Perkins Mid Cap appears within the mix. The allocation reflects this within the position set. Position sizing reflects the allocation methodology applied to the portfolio. 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 manufacturing.
Perkins Mid Cap has current Market Risk Adjusted Performance of 0.0255.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.0255 | |
| ER[a] | = | Expected return on investing in PERKINS MID |
| 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
Perkins Mid Cap is rated
second in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
153.79 of Maximum Drawdown per Market Risk Adjusted Performance. At
153.79 , Perkins Mid Cap's Maximum Drawdown-to-Market Risk Adjusted Performance multiple reflects the spread between these metrics
Other Technical Indicators