| TRAK Stock | | | 22.57 0.55 2.50% |
ReposiTrak market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for ReposiTrak 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
Equity Screeners to view more equity screening tools
ReposiTrak has current Market Risk Adjusted Performance of 1.44.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 1.44 | |
| ER[a] | = | Expected return on investing in ReposiTrak |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
ReposiTrak Market Risk Adjusted Performance Peers Comparison
ReposiTrak Market Risk Adjusted Performance Relative To Other Indicators
ReposiTrak is rated
third in market risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
9.77 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for ReposiTrak is roughly
9.77
Build portfolios using Macroaxis predefined set of investing ideas. Many of Macroaxis investing ideas can easily outperform a given market. Ideas can also be optimized per your risk profile before portfolio origination is invoked. Macroaxis thematic optimization helps investors identify companies most likely to benefit from changes or shifts in various micro-economic or local macro-level trends. Originating optimal thematic portfolios involves aligning investors' personal views, ideas, and beliefs with their actual investments.