Massachusetts Investors Risk Adjusted Performance

MITIX Fund  USD 39.88  0.09  0.23%   
Massachusetts Investors risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Massachusetts Investors Trust 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 Equity Screeners to view more equity screening tools
  
Massachusetts Investors Trust has current Risk Adjusted Performance of 0.091.

RAP

 = 

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

RFR

 = 
0.091
ER[a] = Expected return on investing in Massachusetts Investors
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Massachusetts Investors Risk Adjusted Performance Peers Comparison

Massachusetts Risk Adjusted Performance Relative To Other Indicators

Massachusetts Investors Trust is number one fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about  38.62  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Massachusetts Investors Trust is roughly  38.62 
Compare Massachusetts Investors to Peers

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