Df Dent Market Risk Adjusted Performance
| DFDSX Fund | | | USD 24.82 0.09 0.36% |
Df Dent market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Df Dent Small or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also
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Df Dent Small has current Market Risk Adjusted Performance of 0.1901.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.1901 | |
| ER[a] | = | Expected return on investing in Df Dent |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Df Dent Market Risk Adjusted Performance Peers Comparison
DFDSX Market Risk Adjusted Performance Relative To Other Indicators
Df Dent Small is rated
below average in market risk adjusted performance among similar funds. It is rated
# 2 fund in maximum drawdown among similar funds reporting about
32.18 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Df Dent Small is roughly
32.18
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