| SFLNX Fund | | | USD 29.86 0.02 0.07% |
Schwab Fundamental market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Schwab Fundamental Large 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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Schwab Fundamental Large has current Market Risk Adjusted Performance of 0.1452.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.1452 | |
| ER[a] | = | Expected return on investing in Schwab Fundamental |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Schwab Fundamental Market Risk Adjusted Performance Peers Comparison
Schwab Market Risk Adjusted Performance Relative To Other Indicators
Schwab Fundamental Large is rated
second largest fund in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
26.43 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Schwab Fundamental Large is roughly
26.43
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