Virtus Greater Market Risk Adjusted Performance

VGECXDelisted Fund  USD 10.89  0.00  0.00%   
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Virtus Greater European has current Market Risk Adjusted Performance of 0.2541.

MRAP

 = 

ER[a] + (1/BETA - 1)

X

ER[a] - RFR)

 = 
0.2541
ER[a] = Expected return on investing in Virtus Greater
RFR = Risk Free Rate of return. Typically T-Bill Rate
BETA = Beta of the asset with market or selected benchmark.

Virtus Greater Market Risk Adjusted Performance Peers Comparison

Virtus Market Risk Adjusted Performance Relative To Other Indicators

Virtus Greater European is rated second in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about  13.30  of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Virtus Greater European is roughly  13.30 

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