Parametric Modity Risk Adjusted Performance

EIPCX Fund  USD 6.58  0.01  0.15%   
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Parametric Modity Strategy has current Risk Adjusted Performance of 0.1002.

RAP

 = 

(ER[a] - RFR) * STD[b])/STD[b]

RFR

 = 
0.1002
ER[a] = Expected return on investing in Parametric Modity
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Parametric Modity Risk Adjusted Performance Peers Comparison

Parametric Risk Adjusted Performance Relative To Other Indicators

Parametric Modity Strategy is rated # 3 fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about  35.59  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Parametric Modity Strategy is roughly  35.59 
Compare Parametric Modity to Peers

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