| JGQIX Fund | | | USD 16.92 0.05 0.29% |
Jensen Global market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Jensen Global Quality 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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Jensen Global Quality has current Market Risk Adjusted Performance of 1.68.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 1.68 | |
| ER[a] | = | Expected return on investing in Jensen Global |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Jensen Global Market Risk Adjusted Performance Peers Comparison
Jensen Market Risk Adjusted Performance Relative To Other Indicators
Jensen Global Quality is rated
second overall fund in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
2.12 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Jensen Global Quality is roughly
2.12
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