STRATEGIC ASSET Market Risk Adjusted Performance
| SAGPX Fund | | | USD 19.31 -0.24 -1.23% |
Observed values used to calculate the Market Risk Adjusted Performance technical indicator for Strategic Asset Management. Availability may differ across exchanges, markets, and reporting intervals.
Strategic Asset Management has current Market Risk Adjusted Performance of 0.2519.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.2519 | |
| ER[a] | = | Expected return on investing in STRATEGIC ASSET |
| 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
Strategic Asset Management ranks first in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
63.26 of Maximum Drawdown per Market Risk Adjusted Performance. At
63.26 , Strategic Asset Management's Maximum Drawdown-to-Market Risk Adjusted Performance multiple reflects the spread between these metrics
Other Technical Indicators