| SLVYX Fund | | | USD 28.76 0.07 0.24% |
Large Cap market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Large Cap Value 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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Large Cap Value has current Market Risk Adjusted Performance of 0.104.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.104 | |
| ER[a] | = | Expected return on investing in Large Cap |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Large Cap Market Risk Adjusted Performance Peers Comparison
Large Market Risk Adjusted Performance Relative To Other Indicators
Large Cap Value 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
38.73 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Large Cap Value is roughly
38.73
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