| SISAX Fund | | | USD 27.66 0.09 0.33% |
Saat Tax-managed market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Saat Tax Managed Aggressive 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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Saat Tax Managed Aggressive has current Market Risk Adjusted Performance of 0.0919.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.0919 | |
| ER[a] | = | Expected return on investing in Saat Tax-managed |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Saat Tax-managed Market Risk Adjusted Performance Peers Comparison
Saat Market Risk Adjusted Performance Relative To Other Indicators
Saat Tax Managed Aggressive is rated
below average in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
29.78 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Saat Tax Managed Aggressive is roughly
29.78
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