FEDERATED MDT Market Risk Adjusted Performance
| QALGX Fund | | | USD 35.77 -0.46 -1.27% |
Technical inputs supporting the Market Risk Adjusted Performance indicator for Federated Mdt Large are shown here. Values are derived from historical price and volume observations.
Your Equity Center provides context for diversified portfolio construction. Such insight adds context to allocation decisions within a diversified portfolio. The overall portfolio profile is shaped by the distribution of its holdings. The data shown is informational and should not be interpreted as guidance. The holding in Federated Mdt Large represents an allocation. It is represented within the portfolio holdings. Position allocation is driven by the portfolio construction model. 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 census.
Federated Mdt Large has current Market Risk Adjusted Performance of 0.4023.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.4023 | |
| ER[a] | = | Expected return on investing in FEDERATED MDT |
| 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
Federated Mdt Large ranks first in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
10.91 of Maximum Drawdown per Market Risk Adjusted Performance. At
10.91 , Federated Mdt Large's Maximum Drawdown-to-Market Risk Adjusted Performance multiple reflects the spread between these metrics
Other Technical Indicators