MODERATE STRATEGY Market Risk Adjusted Performance
| RMLRX Fund | | | USD 10.40 0.06 0.58% |
Observed values used in the Market Risk Adjusted Performance indicator for Moderate Strategy Fund are included in this dataset. Data coverage may vary across sources and reporting intervals. Review
Your Equity Center to understand diversified portfolio construction. All values are presented as reference data. Moderate Strategy Fund can be evaluated within a portfolio framework for weight and risk impact. All values are based on available data and provided as reference information. Broader economic conditions can influence Moderate Strategy Fund's mutual fund valuation — related indicators include
signals in real.
Moderate Strategy Fund has current Market Risk Adjusted Performance of 0.1591.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.1591 | |
| ER[a] | = | Expected return on investing in MODERATE STRATEGY |
| 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
Moderate Strategy Fund ranks first in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
12.59 of Maximum Drawdown per Market Risk Adjusted Performance. At
12.59 , Moderate Strategy Fund's Maximum Drawdown-to-Market Risk Adjusted Performance multiple reflects the spread between these metrics
Other Technical Indicators