Virtus Foreign Market Risk Adjusted Performance

JVXIXDelisted Fund  USD 26.90  0.00  0.00%   
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Virtus Foreign Opportunities has current Market Risk Adjusted Performance of 0.8915.

MRAP

 = 

ER[a] + (1/BETA - 1)

X

ER[a] - RFR)

 = 
0.8915
ER[a] = Expected return on investing in Virtus Foreign
RFR = Risk Free Rate of return. Typically T-Bill Rate
BETA = Beta of the asset with market or selected benchmark.

Virtus Foreign Market Risk Adjusted Performance Peers Comparison

Virtus Market Risk Adjusted Performance Relative To Other Indicators

Virtus Foreign Opportunities 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  4.05  of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Virtus Foreign Opportunities is roughly  4.05 

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