Sierra Tactical Market Risk Adjusted Performance
| SRFQX Fund | | | USD 24.39 -0.05 -0.20% |
The Market Risk Adjusted Performance reading for Sierra Tactical Risk is computed from historical trading observations. Values reflect historical observations within the available dataset. Normalization methods and data feeds may affect reported values. For portfolio construction context, review
World Market Map. Diversification context helps frame allocation across holdings. The portfolio reflects a holding in Sierra Tactical Risk. The weighting is visible within the allocation breakdown. The relative size of each holding follows the allocation framework. No forward-looking guarantees are expressed or implied by this data. 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 producer price index.
Sierra Tactical Risk has current Market Risk Adjusted Performance of
-0.03.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | -0.03 | |
| 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 currently under evaluation in maximum drawdown among similar funds .
Other Technical Indicators