Gmo Emerging Market Risk Adjusted Performance

GEDTXDelisted Fund  USD 18.92  0.00  0.00%   
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Gmo Emerging Domestic has current Market Risk Adjusted Performance of 2.85.

MRAP

 = 

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

X

ER[a] - RFR)

 = 
2.85
ER[a] = Expected return on investing in Gmo Emerging
RFR = Risk Free Rate of return. Typically T-Bill Rate
BETA = Beta of the asset with market or selected benchmark.

Gmo Emerging Market Risk Adjusted Performance Peers Comparison

Gmo Market Risk Adjusted Performance Relative To Other Indicators

Gmo Emerging Domestic is rated # 2 fund in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about  1.13  of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Gmo Emerging Domestic is roughly  1.13 

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