FRANKLIN MUTUAL Market Risk Adjusted Performance
| TEDIX Fund | | | USD 29.45 -0.51 -1.70% |
This dataset for Franklin Mutual Global reflects inputs used in the Market Risk Adjusted Performance calculation. All values reflect available price and volume data across reporting intervals.
World Market Map provides context for diversified portfolio construction. Such insight adds context to allocation decisions within a diversified portfolio. The overall portfolio profile is shaped by the distribution of its holdings. This captures an allocation to Franklin Mutual Global. It is represented within the portfolio holdings. The allocation framework shapes how individual positions are weighted. All content is derived from available inputs and carries no advisory implication. 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 gross domestic product.
Franklin Mutual Global 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 FRANKLIN MUTUAL |
| 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
Franklin Mutual Global 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