PORTFOLIO Market Risk Adjusted Performance
| PORTX Fund | | | USD 53.00 -0.15 -0.28% |
Historical market data for Portfolio 21 Global forms the basis of the Market Risk Adjusted Performance indicator shown here. The calculation draws on time-series market data across available periods. Coverage may vary depending on data availability and normalization methods.
Your Equity Center frames the approach to diversified portfolio design. Refined allocation visibility enhances overall portfolio context. The portfolio structure determines how individual positions contribute to the whole. All values are presented as reference data. A position in Portfolio 21 Global is part of the allocation. It is reflected in the overall portfolio structure. How positions are weighted depends on the construction approach used. This view summarizes available data without implying outcomes. 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 real.
Portfolio 21 Global has current Market Risk Adjusted Performance of
-0.1.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | -0.1 | |
| ER[a] | = | Expected return on investing in PORTFOLIO |
| 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
Portfolio 21 Global 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