Nuveen Equity Market Risk Adjusted Performance
| NELCX Fund | | | USD 52.71 -0.59 -1.11% |
Observed values used in the Market Risk Adjusted Performance indicator for Nuveen Equity Longshort are included in this dataset. The information is based on observed market data across timeframes. Portfolio design and allocation context appear in
Correlation Analysis. Portfolio-level transparency adds depth to allocation analysis. The allocation shows a weighting toward Nuveen Equity Longshort. The weighting is visible within the allocation breakdown. 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.
Nuveen Equity Longshort has current Market Risk Adjusted Performance of
-38.23.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | -38.23 | |
| ER[a] | = | Expected return on investing in Nuveen Equity |
| 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
Nuveen Equity Longshort 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