| RPEAX Fund | | | USD 45.07 0.44 0.97% |
Davis Opportunity market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Davis Opportunity 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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Davis Opportunity has current Market Risk Adjusted Performance of 0.1221.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.1221 | |
| ER[a] | = | Expected return on investing in Davis Opportunity |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Davis Opportunity Market Risk Adjusted Performance Peers Comparison
Davis Market Risk Adjusted Performance Relative To Other Indicators
Davis Opportunity is rated
below average in market risk adjusted performance among similar funds. It is rated
fifth largest fund in maximum drawdown among similar funds reporting about
39.95 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Davis Opportunity is roughly
39.95
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