ROYCE PREMIER Market Risk Adjusted Performance
| RPFFX Fund | | | USD 10.49 0.09 0.87% |
Technical inputs supporting the Market Risk Adjusted Performance indicator for Royce Premier Fund are shown here. Coverage differences may occur across instruments and market segments.
Your Equity Center provides context for diversified portfolio design. All values are based on available data and provided as reference information. Royce Premier Fund can be included in a portfolio to evaluate diversification impact. Diversification analysis reveals overlap and concentration across holdings. Broader economic conditions can influence Royce Premier Fund's mutual fund valuation — related indicators include
signals in price.
Royce Premier Fund has current Market Risk Adjusted Performance of 0.0676.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.0676 | |
| ER[a] | = | Expected return on investing in ROYCE PREMIER |
| 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
Royce Premier Fund is rated
fourth in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
84.11 of Maximum Drawdown per Market Risk Adjusted Performance. At
84.11 , Royce Premier Fund's Maximum Drawdown-to-Market Risk Adjusted Performance multiple reflects the spread between these metrics
Other Technical Indicators