Affiliated Managers Market Risk Adjusted Performance
| MGRD Stock | | | USD 15.59 0.06 0.38% |
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Affiliated Managers Group, has current Market Risk Adjusted Performance of 0.2053.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.2053 | |
| ER[a] | = | Expected return on investing in Affiliated Managers |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Affiliated Managers Market Risk Adjusted Performance Peers Comparison
Affiliated Market Risk Adjusted Performance Relative To Other Indicators
Affiliated Managers Group, is regarded
third in market risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
15.70 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Affiliated Managers Group, is roughly
15.70
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