Sierra Tactical Market Risk Adjusted Performance
| SRFKX Fund | | | USD 23.92 -0.27 -1.12% |
Technical inputs supporting the Market Risk Adjusted Performance indicator for Sierra Tactical Risk are shown here. Values are derived from historical price and volume observations.
World Market Map provides a view into diversified allocation design. Such insight adds context to allocation decisions within a diversified portfolio. The portfolio reflects a holding in Sierra Tactical Risk. The weighting is visible within the allocation breakdown. 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 industry.
Sierra Tactical Risk has current Market Risk Adjusted Performance of
-0.08.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | -0.08 | |
| ER[a] | = | Expected return on investing in Sierra Tactical |
| 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
Sierra Tactical Risk is rated
below average in market risk adjusted performance among similar funds. It is rated
below average in maximum drawdown among similar funds .
Other Technical Indicators