SMEAD VALUE Market Risk Adjusted Performance
| SVFAX Fund | | | USD 84.78 -0.55 -0.64% |
This dataset for Smead Value Fund reflects inputs used in the Market Risk Adjusted Performance calculation. Values are derived from historical price and volume observations. Use
World Market Map to better understand diversified portfolio construction. Position sizing and allocation together define the portfolio construction approach. A position in Smead Value Fund appears within the mix. The position is captured in the allocation summary. 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 nation.
Smead Value Fund has current Market Risk Adjusted Performance of
-0.19.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | -0.19 | |
| ER[a] | = | Expected return on investing in SMEAD VALUE |
| 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
Smead Value Fund 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