SIMT TAX-MANAGED Market Risk Adjusted Performance
| SIMYX Fund | | | USD 14.07 -0.12 -0.85% |
Reference data associated with the Market Risk Adjusted Performance technical indicator for Simt Tax Managed International. Coverage may vary depending on data feeds and normalization methods.
Simt Tax Managed International has current Market Risk Adjusted Performance of 0.186.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.186 | |
| ER[a] | = | Expected return on investing in SIMT TAX-MANAGED |
| 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 Tax Managed International is rated
third in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
21.79 of Maximum Drawdown per Market Risk Adjusted Performance. At
21.79 , Simt Tax Managed International's Maximum Drawdown-to-Market Risk Adjusted Performance multiple reflects the spread between these metrics
Other Technical Indicators