| MBXFX Fund | | | USD 38.44 0.04 0.10% |
Catalyst/millburn market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Catalystmillburn Hedge Strategy 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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Catalystmillburn Hedge Strategy has current Market Risk Adjusted Performance of 0.1639.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.1639 | |
| ER[a] | = | Expected return on investing in Catalyst/millburn |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Catalyst/millburn Market Risk Adjusted Performance Peers Comparison
Catalyst/millburn Market Risk Adjusted Performance Relative To Other Indicators
Catalystmillburn Hedge Strategy is regarded
third largest fund in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
17.01 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Catalystmillburn Hedge Strategy is roughly
17.01
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