Arrow Managed Market Risk Adjusted Performance
| MFTFX Fund | | | USD 6.42 -0.05 -0.77% |
The Market Risk Adjusted Performance reading for Arrow Managed Futures is computed from historical trading observations. Broader indicator relationships are reflected within
Equity Screeners.
Correlation Analysis provides context for diversified portfolio design. Portfolio balance depends on how holdings are weighted relative to each other. The portfolio reflects a holding in Arrow Managed Futures. The relative size of each holding follows the allocation framework. 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 price.
Arrow Managed Futures has current Market Risk Adjusted Performance of 0.1778.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.1778 | |
| ER[a] | = | Expected return on investing in Arrow Managed |
| 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
Arrow Managed Futures ranks first in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
35.37 of Maximum Drawdown per Market Risk Adjusted Performance. At
35.37 , Arrow Managed Futures's Maximum Drawdown-to-Market Risk Adjusted Performance multiple reflects the spread between these metrics
Other Technical Indicators