| PCSRX Fund | | | USD 11.58 0.07 0.60% |
Commodityrealreturn market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Commodityrealreturn Strategy Fund 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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Commodityrealreturn Strategy Fund has current Market Risk Adjusted Performance of 0.0225.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.0225 | |
| ER[a] | = | Expected return on investing in Commodityrealreturn |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Commodityrealreturn Market Risk Adjusted Performance Peers Comparison
Commodityrealreturn Market Risk Adjusted Performance Relative To Other Indicators
Commodityrealreturn Strategy Fund is rated
below average in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
164.67 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Commodityrealreturn Strategy Fund is roughly
164.67
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