| LLAO11 Fund | | | 77.37 0.00 0.00% |
BS2 ALLINVESTMENTS market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for BS2 ALLINVESTMENTS FDO 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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BS2 ALLINVESTMENTS FDO has current Market Risk Adjusted Performance of 1.02.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 1.02 | |
| ER[a] | = | Expected return on investing in BS2 ALLINVESTMENTS |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
BS2 ALLINVESTMENTS Market Risk Adjusted Performance Peers Comparison
BS2 Market Risk Adjusted Performance Relative To Other Indicators
BS2 ALLINVESTMENTS FDO is rated
second overall fund in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
1.79 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for BS2 ALLINVESTMENTS FDO is roughly
1.79
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