Newbury Street Market Risk Adjusted Performance
| NTWO Stock | | | 10.51 0.00 0.00% |
The Market Risk Adjusted Performance reading for Newbury Street II is computed from historical trading observations. Values reflect historical observations within the available dataset. Newbury Street has a market cap of 253.46 M. Allocation context is available in
Correlation Analysis. The portfolio view reflects current allocation structure. The data reflects holdings as of the most recent update. This captures an allocation to Newbury Street II. This is part of the broader portfolio composition. How positions are weighted depends on the construction approach used. This overview is based on available data and does not express a directional view. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in manufacturing.
Newbury Street II has current Market Risk Adjusted Performance of 0.3252.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.3252 | |
| ER[a] | = | Expected return on investing in Newbury Street |
| 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
Newbury Street II is rated
below average in market risk adjusted performance compared to key competitors. It is currently under evaluation in maximum drawdown compared to key competitors producing
2.64 in Maximum Drawdown for each unit of Market Risk Adjusted Performance. The spread between Maximum Drawdown and Market Risk Adjusted Performance for Newbury Street II sits at
2.64 Other Technical Indicators