| MWTNX Fund | | | USD 9.08 0.03 0.33% |
Metropolitan West market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Metropolitan West Total 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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Metropolitan West Total has current Market Risk Adjusted Performance of 0.5343.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.5343 | |
| ER[a] | = | Expected return on investing in Metropolitan West |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Metropolitan West Market Risk Adjusted Performance Peers Comparison
Metropolitan Market Risk Adjusted Performance Relative To Other Indicators
Metropolitan West Total is number one fund in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
2.91 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Metropolitan West Total is roughly
2.91
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