PACIFIC FUNDS Market Risk Adjusted Performance
| PLBCX Fund | | | USD 9.19 -0.01 -0.11% |
This module presents the Market Risk Adjusted Performance indicator for Pacific Funds Floating using available market inputs. The indicator computation uses normalized market activity data.
Your Equity Center provides context for diversified portfolio construction. Additional portfolio transparency improves capital positioning. This suggests a position in Pacific Funds Floating. This appears in the portfolio view. Position weights are derived from the portfolio construction methodology. This summary reflects available observations without forecasting intent. 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 median.
Pacific Funds Floating has current Market Risk Adjusted Performance of 0.7928.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.7928 | |
| ER[a] | = | Expected return on investing in PACIFIC FUNDS |
| 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
Pacific Funds Floating ranks first in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
1.23 of Maximum Drawdown per Market Risk Adjusted Performance. At
1.23 , Pacific Funds Floating's Maximum Drawdown-to-Market Risk Adjusted Performance multiple reflects the spread between these metrics
Other Technical Indicators