| GUSTX Fund | | | USD 5.00 0.00 0.00% |
Gmo Treasury market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Gmo Treasury Fund 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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Gmo Treasury Fund has current Market Risk Adjusted Performance of 0.4701.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.4701 | |
| ER[a] | = | Expected return on investing in Gmo Treasury |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Gmo Treasury Market Risk Adjusted Performance Peers Comparison
Gmo Market Risk Adjusted Performance Relative To Other Indicators
Gmo Treasury Fund is rated
# 2 fund in market risk adjusted performance among similar funds. It is rated
below average in maximum drawdown among similar funds reporting about
0.86 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Market Risk Adjusted Performance to Maximum Drawdown for Gmo Treasury Fund is roughly
1.16
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