Model N Market Risk Adjusted Performance

MODNDelisted Stock  USD 30.00  0.02  0.07%   
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Model N has current Market Risk Adjusted Performance of (1.70).

MRAP

 = 

ER[a] + (1/BETA - 1)

X

ER[a] - RFR)

 = 
(1.70)
ER[a] = Expected return on investing in Model N
RFR = Risk Free Rate of return. Typically T-Bill Rate
BETA = Beta of the asset with market or selected benchmark.

Model N Market Risk Adjusted Performance Peers Comparison

Model Market Risk Adjusted Performance Relative To Other Indicators

Model N is rated below average in market risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers .

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