Strategic Allocation Risk Adjusted Performance
AACCX Fund | USD 5.69 0.02 0.35% |
Strategic |
| = | 0.0859 |
ER[a] | = | Expected return on investing in Strategic Allocation |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Strategic Allocation Risk Adjusted Performance Peers Comparison
Strategic Risk Adjusted Performance Relative To Other Indicators
Strategic Allocation Servative is rated below average in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 14.76 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Strategic Allocation Servative is roughly 14.76
Risk Adjusted Performance |
Compare Strategic Allocation to Peers |
Thematic Opportunities
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Strategic Allocation Technical Signals
All Strategic Allocation Technical Indicators
Cycle Indicators | ||
Math Operators | ||
Math Transform | ||
Momentum Indicators | ||
Overlap Studies | ||
Pattern Recognition | ||
Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
Risk Adjusted Performance | 0.0859 | |||
Market Risk Adjusted Performance | 0.1107 | |||
Mean Deviation | 0.2689 | |||
Semi Deviation | 0.2285 | |||
Downside Deviation | 0.4067 | |||
Coefficient Of Variation | 777.37 | |||
Standard Deviation | 0.3405 | |||
Variance | 0.1159 | |||
Information Ratio | (0.28) | |||
Jensen Alpha | (0.01) | |||
Total Risk Alpha | (0.02) | |||
Sortino Ratio | (0.23) | |||
Treynor Ratio | 0.1007 | |||
Maximum Drawdown | 1.27 | |||
Value At Risk | (0.54) | |||
Potential Upside | 0.5474 | |||
Downside Variance | 0.1654 | |||
Semi Variance | 0.0522 | |||
Expected Short fall | (0.33) | |||
Skewness | (0.21) | |||
Kurtosis | (0.21) |