TCW RELATIVE Market Risk Adjusted Performance
| TGVNX Fund | | | USD 26.83 -0.34 -1.25% |
Reference data associated with the Market Risk Adjusted Performance technical indicator for Tcw Relative Value. Coverage may vary across instruments due to feed availability.
Tcw Relative Value has current Market Risk Adjusted Performance of 0.034.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.034 | |
| ER[a] | = | Expected return on investing in TCW RELATIVE |
| 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
Tcw Relative Value is rated
below average in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
135.66 of Maximum Drawdown per Market Risk Adjusted Performance. At
135.66 , Tcw Relative Value's Maximum Drawdown-to-Market Risk Adjusted Performance multiple reflects the spread between these metrics
Other Technical Indicators