GUIDEPATH(R) MANAGED Market Risk Adjusted Performance
| GPMFX Fund | | | USD 7.95 -0.07 -0.87% |
Market Risk-Adjusted Performance (MRAP) measures return relative to systematic risk (beta) rather than total risk (standard deviation). This isolates the return earned per unit of market exposure, filtering out idiosyncratic volatility that can be diversified away. Below is GUIDEPATH(R) MANAGED's current Market Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Market Risk Adjusted Performance Value
The Market Risk Adjusted Performance of 5.22 for GUIDEPATH(R) MANAGED indicates strong risk-adjusted return — return exceeds the risk taken. GUIDEPATH(R) MANAGED has delivered outsized return relative to total volatility, which is uncommon and indicates efficient risk compensation.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 5.22 | |
| ER[a] | = | Expected return on investing in GUIDEPATH(R) MANAGED |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Market Risk Adjusted Performance Peers Comparison
GUIDEPATH(R) MANAGED's Market Risk Adjusted Performance of 5.22 falls above the 0.89 peer average. Values range from -1.1855 (Ab Bond Inflation) to 3.72 (Asg Managed Futures), with wide dispersion across the group. GUIDEPATH(R) MANAGED's risk-adjusted return exceeds the peer average, indicating more efficient compensation for risk taken.
Market Risk Adjusted Performance Relative To Other Indicators
The chart below plots Market Risk Adjusted Performance against Maximum Drawdown for Guidepath Managed and its peers. Each point represents one equity — position along the horizontal axis shows Market Risk Adjusted Performance while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
GUIDEPATH(R) MANAGED's Maximum Drawdown of
3.88 runs about
0.74 times its Market Risk Adjusted Performance of
5.22 . This indicates Maximum Drawdown runs moderately below Market Risk Adjusted Performance for GUIDEPATH(R) MANAGED. At
1.34 , Guidepath Managed Futures's Market Risk Adjusted Performance-to-Maximum Drawdown multiple reflects the spread between these metrics
Methodology, Assumptions & Data Sources
GUIDEPATH(R) MANAGED's Market Risk Adjusted Performance currently stands at 5.22. The Market Risk Adjusted Performance for GUIDEPATH(R) MANAGED applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. GUIDEPATH(R) MANAGED operates in the alternative funds sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The output reflects the selected calculation window — changing the horizon will produce different readings. This fund metric is provided for analytical reference.
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