Federated Global Market Risk Adjusted Performance
| SBFIX Fund | | | USD 22.56 0.06 0.27% |
The Market Risk Adjusted Performance technical lookup provides context for Federated Global Allocation and related instruments. Coverage varies by data normalization and availability; see
Equity Screeners for broader screening context.
World Market Map provides context for diversified portfolio construction. Such insight adds context to allocation decisions within a diversified portfolio. This reflects a position in Federated Global Allocation within the portfolio mix. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as
signals in gross domestic product.
Federated Global Allocation has current Market Risk Adjusted Performance of 0.0553.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.0553 | |
| ER[a] | = | Expected return on investing in Federated Global |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Federated Global Market Risk Adjusted Performance Peers Comparison
Federated Market Risk Adjusted Performance Relative To Other Indicators
Federated Global Allocation is evaluated as
fifth in Market Risk Adjusted Performance in market risk adjusted performance among similar funds. It is currently under evaluation. in maximum drawdown among similar funds reporting about
58.59 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Federated Global Allocation is roughly
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