| 0P0001338C | | | EUR 6.04 0.10 1.68% |
Cap ISR market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Cap ISR Actions 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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Cap ISR Actions has current Market Risk Adjusted Performance of 1.2.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 1.2 | |
| ER[a] | = | Expected return on investing in Cap ISR |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Cap ISR Market Risk Adjusted Performance Peers Comparison
Cap Market Risk Adjusted Performance Relative To Other Indicators
Cap ISR Actions is
third largest fund in market risk adjusted performance among similar funds. It is rated
below average in maximum drawdown among similar funds reporting about
2.14 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Cap ISR Actions is roughly
2.14
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