Strategic Allocation Market Risk Adjusted Performance

ASMUX Fund  USD 6.32  0.01  0.16%   
Strategic Allocation market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Strategic Allocation Moderate 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 Equity Screeners to view more equity screening tools
  
Strategic Allocation Moderate has current Market Risk Adjusted Performance of 0.1303.

MRAP

 = 

ER[a] + (1/BETA - 1)

X

ER[a] - RFR)

 = 
0.1303
ER[a] = Expected return on investing in Strategic Allocation
RFR = Risk Free Rate of return. Typically T-Bill Rate
BETA = Beta of the asset with market or selected benchmark.

Strategic Allocation Market Risk Adjusted Performance Peers Comparison

Strategic Market Risk Adjusted Performance Relative To Other Indicators

Strategic Allocation Moderate 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  21.53  of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Strategic Allocation Moderate is roughly  21.53 
Compare Strategic Allocation to Peers

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