Sparinvest INDEX Market Risk Adjusted Performance

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Sparinvest INDEX Mellem has current Market Risk Adjusted Performance of 0.4357.

MRAP

 = 

ER[a] + (1/BETA - 1)

X

ER[a] - RFR)

 = 
0.4357
ER[a] = Expected return on investing in Sparinvest INDEX
RFR = Risk Free Rate of return. Typically T-Bill Rate
BETA = Beta of the asset with market or selected benchmark.

Sparinvest INDEX Market Risk Adjusted Performance Peers Comparison

Sparinvest Market Risk Adjusted Performance Relative To Other Indicators

Sparinvest INDEX Mellem is rated second largest fund in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about  4.65  of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Sparinvest INDEX Mellem is roughly  4.65 
Compare Sparinvest INDEX to Peers

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