LSV SMALL Market Risk Adjusted Performance
| LVAQX Fund | | | USD 18.44 -0.19 -1.02% |
Reference data associated with the Market Risk Adjusted Performance technical indicator for Lsv Small Cap. Coverage may vary depending on data feeds and normalization methods.
Lsv Small Cap has current Market Risk Adjusted Performance of 0.0611.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.0611 | |
| ER[a] | = | Expected return on investing in LSV SMALL |
| 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
Lsv Small Cap is rated
third in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
139.29 of Maximum Drawdown per Market Risk Adjusted Performance. At
139.29 , Lsv Small Cap's Maximum Drawdown-to-Market Risk Adjusted Performance multiple reflects the spread between these metrics
Other Technical Indicators