Amg Gwk Risk Adjusted Performance

GWGIX Fund  USD 19.07  0.18  0.94%   
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Amg Gwk Smallmid has current Risk Adjusted Performance of 0.0175.

RAP

 = 

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

RFR

 = 
0.0175
ER[a] = Expected return on investing in Amg Gwk
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Amg Gwk Risk Adjusted Performance Peers Comparison

Amg Risk Adjusted Performance Relative To Other Indicators

Amg Gwk Smallmid is one of the top funds in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about  494.83  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Amg Gwk Smallmid is roughly  494.83 
Compare Amg Gwk to Peers

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