FRANKLIN MUTUAL Risk Adjusted Performance
| TEDSX Fund | | | USD 31.42 0.07 0.22% |
Risk-Adjusted Performance (RAP) measures the return an equity would have generated if it carried the same total risk (standard deviation) as the market. Derived from the Sharpe Ratio, RAP is expressed in percentage terms, making direct comparison across assets with different volatility profiles straightforward. Below is FRANKLIN MUTUAL's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
The Risk Adjusted Performance of
-0.05 for FRANKLIN MUTUAL indicates slightly negative risk-adjusted return. FRANKLIN MUTUAL's return has marginally failed to compensate for the volatility experienced.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | -0.05 | |
Risk Adjusted Performance Peers Comparison
The peer group averages -0.09 for Risk Adjusted Performance, with FRANKLIN MUTUAL at -0.0463 falling above that level. Readings span -0.2091 (The Short Term Municipal) to 0.0 (). FRANKLIN MUTUAL's risk-adjusted return exceeds the peer average, indicating more efficient compensation for risk taken.
Risk Adjusted Performance Relative To Other Indicators
The chart below plots Risk Adjusted Performance against Maximum Drawdown for Franklin Mutual and its peers. Each point represents one equity — position along the horizontal axis shows Risk Adjusted Performance while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
Compare FRANKLIN MUTUAL to PeersMethodology, Assumptions & Data Sources
FRANKLIN MUTUAL's Risk Adjusted Performance currently stands at -0.05. This Risk Adjusted Performance reading for FRANKLIN MUTUAL results from applying the indicator's calculation rules to price and volume data over the selected window. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
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