WASATCH MICRO Market Risk Adjusted Performance
| WAMVX Fund | | | USD 4.02 -0.08 -1.95% |
Reference data associated with the Market Risk Adjusted Performance technical indicator for Wasatch Micro Cap. Some instruments may provide partial coverage depending on trading history.
Wasatch Micro Cap has current Market Risk Adjusted Performance of 0.1712.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.1712 | |
| ER[a] | = | Expected return on investing in WASATCH MICRO |
| 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
Wasatch Micro Cap is rated
third in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
32.07 of Maximum Drawdown per Market Risk Adjusted Performance. At
32.07 , Wasatch Micro Cap's Maximum Drawdown-to-Market Risk Adjusted Performance multiple reflects the spread between these metrics
Other Technical Indicators