Royce Micro-cap Risk Adjusted Performance

RYMCX Fund  USD 9.38  0.19  2.07%   
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Royce Micro Cap Fund has current Risk Adjusted Performance of 0.087.

RAP

 = 

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

RFR

 = 
0.087
ER[a] = Expected return on investing in Royce Micro-cap
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Royce Micro-cap Risk Adjusted Performance Peers Comparison

Royce Risk Adjusted Performance Relative To Other Indicators

Royce Micro Cap Fund is rated below average in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about  86.55  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Royce Micro Cap Fund is roughly  86.55 
Compare Royce Micro-cap to Peers

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