PTA Stock | | | USD 20.15 0.14 0.70% |
Cohen Steers market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Cohen Steers Tax Advantaged 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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Cohen Steers Tax Advantaged has current Market Risk Adjusted Performance of 0.0732.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.0732 | |
ER[a] | = | Expected return on investing in Cohen Steers |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
BETA | = | Beta of the asset with market or selected benchmark. |
Cohen Steers Market Risk Adjusted Performance Peers Comparison
Cohen Market Risk Adjusted Performance Relative To Other Indicators
Cohen Steers Tax Advantaged 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 reporting about
40.70 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Cohen Steers Tax Advantaged is roughly
40.70
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