Edgepoint Global Risk Adjusted Performance

0P0000IUYO  CAD 38.93  0.09  0.23%   
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Edgepoint Global Portfolio has current Risk Adjusted Performance of 0.0814.

RAP

 = 

(ER[a] - RFR) * STD[b])/STD[b]

RFR

 = 
0.0814
ER[a] = Expected return on investing in Edgepoint Global
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Edgepoint Risk Adjusted Performance Relative To Other Indicators

Edgepoint Global Portfolio is second largest fund in risk adjusted performance among similar funds. It is second largest fund in maximum drawdown among similar funds reporting about  31.98  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Edgepoint Global Portfolio is roughly  31.98 
Compare Edgepoint Global to Peers

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