Legg Mason Market Risk Adjusted Performance
| LFLCX Fund | | | USD 9.21 -0.06 -0.65% |
Historical market data for Legg Mason Global forms the basis of the Market Risk Adjusted Performance indicator shown here. The indicator computation uses normalized market activity data. Market data gaps can influence the computed indicator values. Cross-instrument Market Risk Adjusted Performance comparisons are available via
Equity Screeners. Use
Correlation Analysis to better understand diversified portfolio construction. The diversification view provides additional analytical depth. Position sizing and allocation together define the portfolio construction approach. A position in Legg Mason Global is indicated here. It is reflected in the overall portfolio structure. 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 discontinued.
Legg Mason Global has current Market Risk Adjusted Performance of
-0.09.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | -0.09 | |
| 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. |
Market Risk Adjusted Performance Peers Comparison
Market Risk Adjusted Performance Relative To Other Indicators
Legg Mason Global is rated
below average in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds .
Other Technical Indicators