FEDERATED MDT Market Risk Adjusted Performance
| QASCX Fund | | | USD 25.99 -0.64 -2.40% |
The Market Risk Adjusted Performance signal for Federated Mdt Small reflects patterns observed in trading data. Indicator reliability depends on the continuity of available trading data.
Your Equity Center provides a view into diversified allocation design. This information is provided for contextual purposes. Federated Mdt Small can be tracked within a custom portfolio for ongoing monitoring. Each holding is sized according to the methodology applied during portfolio construction. Broader economic conditions can influence Federated Mdt Small's mutual fund valuation — related indicators include
signals in discontinued.
Federated Mdt Small has current Market Risk Adjusted Performance of 0.3315.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.3315 | |
| 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 Small ranks first in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
18.27 of Maximum Drawdown per Market Risk Adjusted Performance. At
18.27 , Federated Mdt Small's Maximum Drawdown-to-Market Risk Adjusted Performance multiple reflects the spread between these metrics
Other Technical Indicators