Small Cap Market Risk Adjusted Performance
| SCRYX Fund | | | USD 11.79 0.09 0.77% |
Reference data associated with the Market Risk Adjusted Performance technical indicator for Small Cap Core. Coverage may vary across instruments due to feed availability.
Small Cap Core has current Market Risk Adjusted Performance of 0.1232.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.1232 | |
| ER[a] | = | Expected return on investing in Small Cap |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Small Cap Market Risk Adjusted Performance Peers Comparison
Small Market Risk Adjusted Performance Relative To Other Indicators
Small Cap Core is rated
fourth in market risk adjusted performance among similar funds. It is rated
second in maximum drawdown among similar funds reporting about
126.53 of Maximum Drawdown per Market Risk Adjusted Performance. At
126.53 , Small Cap Core's Maximum Drawdown-to-Market Risk Adjusted Performance multiple reflects the spread between these metrics
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