EMERGING MARKETS Market Risk Adjusted Performance
| MMKBX Fund | | | USD 14.05 0.20 1.44% |
This dataset for Emerging Markets Portfolio reflects inputs used in the Market Risk Adjusted Performance calculation. Data availability for the calculation period determines indicator completeness.
Correlation Analysis provides context for diversified portfolio construction. The portfolio structure determines how individual positions contribute to the whole. Emerging Markets Portfolio can be included in a portfolio to evaluate diversification impact. Diversification analysis reveals overlap and concentration across holdings. Broader economic conditions can influence Emerging Markets Portfolio's mutual fund valuation — related indicators include
signals in bureau of labor statistics.
Emerging Markets Portfolio has current Market Risk Adjusted Performance of
-0.48.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | -0.48 | |
| ER[a] | = | Expected return on investing in EMERGING MARKETS |
| 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
Emerging Markets Portfolio 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