Automotive Portfolio Market Risk Adjusted Performance
| FSAVX Fund | | | USD 59.29 0.70 1.17% |
Automotive Portfolio market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Automotive Portfolio Automotive 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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Automotive Portfolio Automotive has current Market Risk Adjusted Performance of 0.1931.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.1931 | |
| ER[a] | = | Expected return on investing in Automotive Portfolio |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Automotive Portfolio Market Risk Adjusted Performance Peers Comparison
Automotive Market Risk Adjusted Performance Relative To Other Indicators
Automotive Portfolio Automotive 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
25.25 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Automotive Portfolio Automotive is roughly
25.25
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