SIMT GLOBAL Market Risk Adjusted Performance
| SGLYX Fund | | | USD 10.58 -0.10 -0.94% |
Historical market data for Simt Global Managed forms the basis of the Market Risk Adjusted Performance indicator shown here. The calculation draws on time-series market data across available periods.
World Market Map provides a view into diversified allocation design. Such insight adds context to allocation decisions within a diversified portfolio. Diversification analysis considers the interaction of positions within a portfolio. A position in Simt Global Managed appears within the mix. The allocation reflects this within the position set. 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 private.
Simt Global Managed has current Market Risk Adjusted Performance of 0.4018.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.4018 | |
| ER[a] | = | Expected return on investing in SIMT GLOBAL |
| 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
Simt Global Managed is rated
third in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
24.28 of Maximum Drawdown per Market Risk Adjusted Performance. At
24.28 , Simt Global Managed's Maximum Drawdown-to-Market Risk Adjusted Performance multiple reflects the spread between these metrics
Other Technical Indicators