REGIONAL BANK Market Risk Adjusted Performance
| JRBFX Fund | | | USD 28.08 -0.39 -1.37% |
Observed values used to calculate the Market Risk Adjusted Performance technical indicator for Regional Bank Fund. Coverage may vary depending on data feeds and normalization methods.
Regional Bank Fund has current Market Risk Adjusted Performance of 0.0127.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.0127 | |
| ER[a] | = | Expected return on investing in REGIONAL BANK |
| 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
Regional Bank Fund is rated
fourth in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
875.21 of Maximum Drawdown per Market Risk Adjusted Performance. At
875.21 , Regional Bank Fund's Maximum Drawdown-to-Market Risk Adjusted Performance multiple reflects the spread between these metrics
Other Technical Indicators