VIVALDI MERGER Market Risk Adjusted Performance
| VARAX Fund | | | USD 10.36 0.02 0.19% |
Observed values used to calculate the Market Risk Adjusted Performance technical indicator for Vivaldi Merger Arbitrage. Indicator inputs depend on available historical price observations.
Vivaldi Merger Arbitrage has current Market Risk Adjusted Performance of 0.3365.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.3365 | |
| ER[a] | = | Expected return on investing in VIVALDI MERGER |
| 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
Vivaldi Merger Arbitrage is rated
second in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
0.86 of Maximum Drawdown per Market Risk Adjusted Performance. At
1.16 , Vivaldi Merger Arbitrage's Market Risk Adjusted Performance-to-Maximum Drawdown multiple reflects the spread between these metrics
Other Technical Indicators