| CVISX Fund | | | USD 15.29 0.08 0.52% |
Causeway International market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Causeway International 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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Causeway International Small has current Market Risk Adjusted Performance of 0.0948.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.0948 | |
| ER[a] | = | Expected return on investing in Causeway International |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Causeway International Market Risk Adjusted Performance Peers Comparison
Causeway Market Risk Adjusted Performance Relative To Other Indicators
Causeway International Small is the top fund in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
42.44 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Causeway International Small is roughly
42.44
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