| WALSX Fund | | | USD 14.11 0.06 0.42% |
Wasatch Long/short market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Wasatch Longshort Alpha 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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Wasatch Longshort Alpha has current Market Risk Adjusted Performance of 1.61.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 1.61 | |
| ER[a] | = | Expected return on investing in Wasatch Long/short |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Wasatch Long/short Market Risk Adjusted Performance Peers Comparison
Wasatch Market Risk Adjusted Performance Relative To Other Indicators
Wasatch Longshort Alpha is presently regarded as number one fund in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
1.99 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Wasatch Longshort Alpha is roughly
1.99
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