| PE1 Stock | | | 1.16 0.01 0.85% |
Pengana Private market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Pengana Private Equity 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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Pengana Private Equity has current Market Risk Adjusted Performance of 1.64.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 1.64 | |
| ER[a] | = | Expected return on investing in Pengana Private |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Pengana Private Market Risk Adjusted Performance Peers Comparison
Pengana Market Risk Adjusted Performance Relative To Other Indicators
Pengana Private Equity is regarded
second in market risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
5.30 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Pengana Private Equity is roughly
5.30
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