| SRUIX Fund | | | USD 15.36 0.09 0.59% |
Spectrum Fund market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Spectrum Fund Institutional 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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Spectrum Fund Institutional has current Market Risk Adjusted Performance of 0.0845.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.0845 | |
| ER[a] | = | Expected return on investing in Spectrum Fund |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Spectrum Fund Market Risk Adjusted Performance Peers Comparison
Spectrum Market Risk Adjusted Performance Relative To Other Indicators
Spectrum Fund Institutional is rated
below average in market risk adjusted performance among similar funds. It is rated
second largest fund in maximum drawdown among similar funds reporting about
45.08 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Spectrum Fund Institutional is roughly
45.08
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