| GTSOX Fund | | | USD 15.31 0.02 0.13% |
Secured Options market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Secured Options Portfolio 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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Secured Options Portfolio has current Market Risk Adjusted Performance of 0.2983.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.2983 | |
| ER[a] | = | Expected return on investing in Secured Options |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Secured Options Market Risk Adjusted Performance Peers Comparison
Secured Market Risk Adjusted Performance Relative To Other Indicators
Secured Options Portfolio is one of the top funds in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
3.86 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Secured Options Portfolio is roughly
3.86
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