| PGLSX Fund | | | USD 11.35 0.02 0.18% |
Global Multi-strategy market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Global Multi Strategy Fund 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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Global Multi Strategy Fund has current Market Risk Adjusted Performance of 0.0718.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.0718 | |
| ER[a] | = | Expected return on investing in Global Multi-strategy |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Global Multi-strategy Market Risk Adjusted Performance Peers Comparison
Global Market Risk Adjusted Performance Relative To Other Indicators
Global Multi Strategy Fund is regarded
third largest fund in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
14.92 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Global Multi Strategy Fund is roughly
14.92
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