LARGE CAP Market Risk Adjusted Performance
| SLVYX Fund | | | USD 23.26 -0.43 -1.82% |
LARGE CAP market risk adjusted performance lookup summarizes this and related technical indicators for Large Cap Value. Coverage varies by data normalization and availability; see
Equity Screeners for broader screening context. Use
World Market Map to better understand diversified portfolio construction. Such insight adds context to allocation decisions within a diversified portfolio. This includes a position in Large Cap Value 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 small area income & poverty estimates.
Large Cap Value has current Market Risk Adjusted Performance of 0.5645.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.5645 | |
| ER[a] | = | Expected return on investing in LARGE CAP |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
LARGE CAP Market Risk Adjusted Performance Peers Comparison
LARGE Market Risk Adjusted Performance Relative To Other Indicators
Large Cap Value ranks first in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
31.55 of Maximum Drawdown per Market Risk Adjusted Performance. At
31.55 , Large Cap Value's Maximum Drawdown-to-Market Risk Adjusted Performance multiple reflects the spread between these metrics
Build portfolios using Macroaxis predefined set of investing ideas. Many of Macroaxis investing ideas can easily outperform a given market. Ideas can also be optimized per your risk profile before portfolio origination is invoked. Macroaxis thematic optimization helps investors identify companies most likely to benefit from changes or shifts in various micro-economic or local macro-level trends. Originating optimal thematic portfolios involves aligning investors' personal views, ideas, and beliefs with their actual investments.