| PZVIX Fund | | | USD 12.10 0.04 0.33% |
Pzena International market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Pzena International Small 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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Pzena International Small has current Market Risk Adjusted Performance of 0.4496.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.4496 | |
| ER[a] | = | Expected return on investing in Pzena International |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Pzena International Market Risk Adjusted Performance Peers Comparison
Pzena Market Risk Adjusted Performance Relative To Other Indicators
Pzena International Small is regarded
third largest fund in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
10.43 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Pzena International Small is roughly
10.43
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