PHN Canadian Risk Adjusted Performance

0P0000N468  CAD 22.69  0.03  0.13%   
PHN Canadian risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for PHN Canadian Equity 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
  
PHN Canadian Equity has current Risk Adjusted Performance of 0.2125.

RAP

 = 

(ER[a] - RFR) * STD[b])/STD[b]

RFR

 = 
0.2125
ER[a] = Expected return on investing in PHN Canadian
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

PHN Canadian Risk Adjusted Performance Peers Comparison

PHN Risk Adjusted Performance Relative To Other Indicators

PHN Canadian Equity is second largest fund in risk adjusted performance among similar funds. It is rated below average in maximum drawdown among similar funds reporting about  11.61  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for PHN Canadian Equity is roughly  11.61 
Compare PHN Canadian to Peers

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