Russell Investments Market Risk Adjusted Performance
| RQUS Stock | | | 19.66 0.12 0.61% |
Reference data associated with the Market Risk Adjusted Performance technical indicator for Russell Investments Multi Factor. Indicator inputs depend on available historical price observations.
Russell Investments Multi Factor has current Market Risk Adjusted Performance of
-4.48.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | -4.48 | |
| ER[a] | = | Expected return on investing in Russell Investments |
| 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
Russell Investments Multi Factor is rated
below average in market risk adjusted performance compared to key competitors. It is currently under evaluation in maximum drawdown compared to key competitors .
Other Technical Indicators