American Beacon Risk Adjusted Performance
ABCYX Fund | USD 24.69 0.02 0.08% |
American |
| = | 0.1297 |
ER[a] | = | Expected return on investing in American Beacon |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
American Beacon Risk Adjusted Performance Peers Comparison
American Risk Adjusted Performance Relative To Other Indicators
American Beacon The is third largest fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 22.49 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for American Beacon The is roughly 22.49
Risk Adjusted Performance |
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Thematic Opportunities
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American Beacon Technical Signals
All American Beacon Technical Indicators
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Statistic Functions | ||
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Volume Indicators |
Risk Adjusted Performance | 0.1297 | |||
Market Risk Adjusted Performance | 0.1519 | |||
Mean Deviation | 0.446 | |||
Semi Deviation | 0.3772 | |||
Downside Deviation | 0.5386 | |||
Coefficient Of Variation | 572.48 | |||
Standard Deviation | 0.553 | |||
Variance | 0.3058 | |||
Information Ratio | (0.06) | |||
Jensen Alpha | 0.0131 | |||
Total Risk Alpha | (0.0005) | |||
Sortino Ratio | (0.06) | |||
Treynor Ratio | 0.1419 | |||
Maximum Drawdown | 2.92 | |||
Value At Risk | (0.74) | |||
Potential Upside | 0.8551 | |||
Downside Variance | 0.2901 | |||
Semi Variance | 0.1423 | |||
Expected Short fall | (0.48) | |||
Skewness | 0.2166 | |||
Kurtosis | 0.349 |