LEGG MASON Market Risk Adjusted Performance
| LBISX Fund | | | USD 21.28 0.12 0.57% |
Observed values used to calculate the Market Risk Adjusted Performance technical indicator for Legg Mason Bw. Technical inputs may vary across markets and data providers.
Legg Mason Bw has current Market Risk Adjusted Performance of 0.2191.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.2191 | |
| ER[a] | = | Expected return on investing in LEGG MASON |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
LEGG MASON Market Risk Adjusted Performance Peers Comparison
LEGG Market Risk Adjusted Performance Relative To Other Indicators
Legg Mason Bw is rated
fourth in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
69.14 of Maximum Drawdown per Market Risk Adjusted Performance. At
69.14 , Legg Mason Bw's Maximum Drawdown-to-Market Risk Adjusted Performance multiple reflects the spread between these metrics
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