| SRFJX Fund | | | USD 24.82 0.01 0.04% |
Sierra Tactical market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Sierra Tactical Risk 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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Sierra Tactical Risk has current Market Risk Adjusted Performance of 0.091.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.091 | |
| ER[a] | = | Expected return on investing in Sierra Tactical |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Sierra Tactical Market Risk Adjusted Performance Peers Comparison
Sierra Market Risk Adjusted Performance Relative To Other Indicators
Sierra Tactical Risk 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
15.36 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Sierra Tactical Risk is roughly
15.36
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