Western Asset Risk Adjusted Performance

DMO Fund  USD 11.96  0.04  0.34%   
Western Asset risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Western Asset Mortgage 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 Equity Screeners to view more equity screening tools
  
Western Asset Mortgage has current Risk Adjusted Performance of 0.0534.

RAP

 = 

(ER[a] - RFR) * STD[b])/STD[b]

RFR

 = 
0.0534
ER[a] = Expected return on investing in Western Asset
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Western Asset Risk Adjusted Performance Peers Comparison

Western Risk Adjusted Performance Relative To Other Indicators

Western Asset Mortgage is rated # 3 fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about  47.28  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Western Asset Mortgage is roughly  47.28 
Compare Western Asset to Peers

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