Small Capitalization Market Risk Adjusted Performance
| SSCPX Fund | | | USD 7.07 0.09 1.29% |
Historical market data for Small Capitalization Portfolio forms the basis of the Market Risk Adjusted Performance indicator shown here. The indicator computation uses normalized market activity data.
World Market Map provides context for diversified portfolio design. Refined allocation visibility enhances overall portfolio context. Small Capitalization Portfolio can be evaluated within a portfolio framework for weight and risk impact. Position allocation is driven by the portfolio construction model in use. Broader economic conditions can influence Small Capitalization Portfolio's mutual fund valuation — related indicators include
signals in employment.
Small Capitalization Portfolio has current Market Risk Adjusted Performance of 0.0271.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.0271 | |
| ER[a] | = | Expected return on investing in Small Capitalization |
| 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
Small Capitalization Portfolio is rated
second in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
230.89 of Maximum Drawdown per Market Risk Adjusted Performance. At
230.89 , Small Capitalization Portfolio's Maximum Drawdown-to-Market Risk Adjusted Performance multiple reflects the spread between these metrics
Other Technical Indicators