Advantage Portfolio Market Risk Adjusted Performance
| MPAIX Fund | | | USD 26.33 0.19 0.73% |
The Market Risk Adjusted Performance technical lookup provides context for Advantage Portfolio Class and related instruments. Coverage varies by data normalization and availability; see
Equity Screeners for broader screening context.
Correlation Analysis provides context for diversified portfolio construction. Such insight adds context to allocation decisions within a diversified portfolio. This reflects a position in Advantage Portfolio Class within the portfolio mix. 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 gross domestic product.
Advantage Portfolio Class has current Market Risk Adjusted Performance of
-0.08.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | -0.08 | |
| ER[a] | = | Expected return on investing in Advantage Portfolio |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Advantage Portfolio Market Risk Adjusted Performance Peers Comparison
Advantage Market Risk Adjusted Performance Relative To Other Indicators
Advantage Portfolio Class is rated
below average. in market risk adjusted performance among similar funds. It is currently under evaluation. in maximum drawdown among similar funds .
Build portfolios using Macroaxis predefined set of investing ideas. Many of Macroaxis investing ideas can easily outperform a given market. Ideas can also be optimized per your risk profile before portfolio origination is invoked. Macroaxis thematic optimization helps investors identify companies most likely to benefit from changes or shifts in various micro-economic or local macro-level trends. Originating optimal thematic portfolios involves aligning investors' personal views, ideas, and beliefs with their actual investments.