Simt Mid Market Risk Adjusted Performance
| SIPIX Fund | | | USD 27.70 0.22 0.80% |
Reference data associated with the Market Risk Adjusted Performance technical indicator for Simt Mid Cap. Certain instruments may report limited data depending on market coverage.
Simt Mid Cap has current Market Risk Adjusted Performance of 0.6843.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.6843 | |
| ER[a] | = | Expected return on investing in Simt Mid |
| 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 Mid Cap is rated
second in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
42.36 of Maximum Drawdown per Market Risk Adjusted Performance. At
42.36 , Simt Mid Cap's Maximum Drawdown-to-Market Risk Adjusted Performance multiple reflects the spread between these metrics
Other Technical Indicators