Growth Portfolio Risk Adjusted Performance

MSEQX Fund  USD 58.13  0.15  0.26%   
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Growth Portfolio Class has current Risk Adjusted Performance of 0.2548.

RAP

 = 

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

RFR

 = 
0.2548
ER[a] = Expected return on investing in Growth Portfolio
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Growth Portfolio Risk Adjusted Performance Peers Comparison

Growth Risk Adjusted Performance Relative To Other Indicators

Growth Portfolio Class 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  32.70  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Growth Portfolio Class is roughly  32.70 
Compare Growth Portfolio to Peers

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