AGGRESSIVE GROWTH Market Risk Adjusted Performance
| PAGRX Fund | | | USD 140.61 -2.17 -1.52% |
Technical inputs supporting the Market Risk Adjusted Performance indicator for Aggressive Growth Portfolio are shown here. Values are derived from historical price and volume observations. Availability can differ across markets, exchanges, and instruments. Additional screening context is available through
Equity Screeners. Diversification context is available through
Your Equity Center. Diversification context helps frame allocation across holdings. This includes a position in Aggressive Growth Portfolio. The allocation reflects this within the position set. Each holding is sized according to the methodology applied to the portfolio. Reported data is organized for reference and does not imply a course of action. 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 main economic indicators.
Aggressive Growth Portfolio has current Market Risk Adjusted Performance of 0.0042.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.0042 | |
| ER[a] | = | Expected return on investing in AGGRESSIVE GROWTH |
| 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
Aggressive Growth Portfolio is rated
below average in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
1,512 of Maximum Drawdown per Market Risk Adjusted Performance. At
1,512 , Aggressive Growth Portfolio's Maximum Drawdown-to-Market Risk Adjusted Performance multiple reflects the spread between these metrics
Other Technical Indicators