Metropolitan West Risk Adjusted Performance

MWCRX Fund  USD 10.39  0.01  0.1%   
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Metropolitan West Unconstrained has current Risk Adjusted Performance of 0.0362.

RAP

 = 

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

RFR

 = 
0.0362
ER[a] = Expected return on investing in Metropolitan West
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Metropolitan West Risk Adjusted Performance Peers Comparison

-0.06540.03620.0220-0.0213-0.0285100%

Metropolitan Risk Adjusted Performance Relative To Other Indicators

Metropolitan West Unconstrained is regarded second largest fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about  24.37  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Metropolitan West Unconstrained is roughly  24.37 
JavaScript chart by amCharts 3.21.15SSTDXPGBAXFZABXPFCOXADDVXWCAFXMWCRX 012345 -0.02-0.0100.010.020.030.04
Compare Metropolitan West to Peers

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