NORTHERN LARGE Market Risk Adjusted Performance
| NOLCX Fund | | | USD 30.36 -0.45 -1.46% |
The Market Risk Adjusted Performance profile for Northern Large Cap is based on historical price and volume observations. Normalization methods and data feeds may affect reported values.
Correlation Analysis frames the approach to diversified portfolio design. Allocation structure reflects how positions are distributed across the portfolio. Tracking Northern Large Cap in a portfolio provides context for performance attribution. All values are presented as reference data. Broader economic conditions can influence Northern Large Cap's mutual fund valuation — related indicators include
signals in housing.
Northern Large Cap 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 NORTHERN LARGE |
| 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
Northern Large Cap 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