| MITGX Fund | | | USD 36.41 0.94 2.52% |
Massachusetts Investors market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Massachusetts Investors Trust 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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Massachusetts Investors Trust has current Market Risk Adjusted Performance of 0.6719.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.6719 | |
| ER[a] | = | Expected return on investing in Massachusetts Investors |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Massachusetts Investors Market Risk Adjusted Performance Peers Comparison
Massachusetts Market Risk Adjusted Performance Relative To Other Indicators
Massachusetts Investors Trust is number one fund in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
5.24 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Massachusetts Investors Trust is roughly
5.24
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