Mackenzie Mstr Market Risk Adjusted Performance
| MKZ-UN Stock | | | CAD 0.59 0.02 3.51% |
Mackenzie Mstr market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Mackenzie Mstr Un 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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Mackenzie Mstr Un has current Market Risk Adjusted Performance of 0.2168.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.2168 | |
| ER[a] | = | Expected return on investing in Mackenzie Mstr |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Mackenzie Mstr Market Risk Adjusted Performance Peers Comparison
Mackenzie Market Risk Adjusted Performance Relative To Other Indicators
Mackenzie Mstr Un is regarded
fourth in market risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
81.54 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Mackenzie Mstr Un is roughly
81.54
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