| MRLSX Fund | | | USD 21.02 0.12 0.57% |
Amg Renaissance market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Amg Renaissance Large 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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Amg Renaissance Large has current Market Risk Adjusted Performance of 0.1875.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.1875 | |
| ER[a] | = | Expected return on investing in Amg Renaissance |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Amg Renaissance Market Risk Adjusted Performance Peers Comparison
Amg Market Risk Adjusted Performance Relative To Other Indicators
Amg Renaissance Large is regarded
fourth largest fund in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
22.31 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Amg Renaissance Large is roughly
22.31
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