| ETMBX Fund | | | USD 8.04 0.03 0.37% |
Eaton Vance market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Eaton Vance Amt Free 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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Eaton Vance Amt Free has current Market Risk Adjusted Performance of 26.21.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 26.21 | |
| ER[a] | = | Expected return on investing in Eaton Vance |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Eaton Vance Market Risk Adjusted Performance Peers Comparison
Eaton Market Risk Adjusted Performance Relative To Other Indicators
Eaton Vance Amt Free is one of the top funds in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
0.08 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Market Risk Adjusted Performance to Maximum Drawdown for Eaton Vance Amt Free is roughly
13.24
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