Amg Gwk Risk Adjusted Performance

GWEIX Fund  USD 36.93  0.51  1.40%   
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Amg Gwk Small has current Risk Adjusted Performance of 0.1011.

RAP

 = 

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

RFR

 = 
0.1011
ER[a] = Expected return on investing in Amg Gwk
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Amg Gwk Risk Adjusted Performance Peers Comparison

Amg Risk Adjusted Performance Relative To Other Indicators

Amg Gwk Small is one of the top funds in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about  81.42  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Amg Gwk Small is roughly  81.42 
Compare Amg Gwk to Peers

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