Mainstay Epoch Risk Adjusted Performance

MOPAX Fund  USD 25.58  0.24  0.95%   
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Mainstay Epoch Small has current Risk Adjusted Performance of 0.0423.

RAP

 = 

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

RFR

 = 
0.0423
ER[a] = Expected return on investing in Mainstay Epoch
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Mainstay Epoch Risk Adjusted Performance Peers Comparison

Mainstay Risk Adjusted Performance Relative To Other Indicators

Mainstay Epoch Small is regarded second largest fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about  235.31  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Mainstay Epoch Small is roughly  235.31 
Compare Mainstay Epoch to Peers

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