| GWSIX Fund | | | USD 19.28 0.01 0.05% |
The Gabelli market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for The Gabelli Focus 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 Focus has current Market Risk Adjusted Performance of 0.1479.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.1479 | |
| ER[a] | = | Expected return on investing in The Gabelli |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
The Gabelli Market Risk Adjusted Performance Peers Comparison
The Market Risk Adjusted Performance Relative To Other Indicators
The Gabelli Focus is one of the top funds in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
22.58 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for The Gabelli Focus is roughly
22.58
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