WENRX Fund | | | USD 68.34 0.92 1.36% |
Wells Fargo market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Wells Fargo Enterprise 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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Wells Fargo Enterprise has current Market Risk Adjusted Performance of 0.1899.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.1899 | |
ER[a] | = | Expected return on investing in Wells Fargo |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
BETA | = | Beta of the asset with market or selected benchmark. |
Wells Fargo Market Risk Adjusted Performance Peers Comparison
Wells Market Risk Adjusted Performance Relative To Other Indicators
Wells Fargo Enterprise is rated
fifth in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
30.08 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Wells Fargo Enterprise is roughly
30.08
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