| GVCIX Fund | | | USD 11.20 0.01 0.09% |
Gabelli Val market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for The Gabelli Val 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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The Gabelli Val has current Market Risk Adjusted Performance of 0.0994.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.0994 | |
| ER[a] | = | Expected return on investing in Gabelli Val |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Gabelli Val Market Risk Adjusted Performance Peers Comparison
Gabelli Market Risk Adjusted Performance Relative To Other Indicators
The Gabelli Val 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
37.39 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for The Gabelli Val is roughly
37.39
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