Sit Large Market Risk Adjusted Performance
| SNIGX Fund | | | USD 81.65 0.36 0.44% |
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Sit Large Cap has current Market Risk Adjusted Performance of 0.3488.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.3488 | |
| ER[a] | = | Expected return on investing in Sit Large |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Sit Large Market Risk Adjusted Performance Peers Comparison
Sit Market Risk Adjusted Performance Relative To Other Indicators
Sit Large Cap is rated
second largest fund in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
15.53 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Sit Large Cap is roughly
15.53
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