Integrity Dividend Risk Adjusted Performance
APAYX Fund | 11.37 0.12 1.04% |
Integrity |
| = | 0.0724 |
ER[a] | = | Expected return on investing in Integrity Dividend |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Integrity Dividend Risk Adjusted Performance Peers Comparison
Integrity Risk Adjusted Performance Relative To Other Indicators
Integrity Dividend Summit is rated below average in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 32.45 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Integrity Dividend Summit is roughly 32.45
Risk Adjusted Performance |
Compare Integrity Dividend to Peers |
Thematic Opportunities
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Integrity Dividend Technical Signals
All Integrity Dividend Technical Indicators
Cycle Indicators | ||
Math Operators | ||
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Overlap Studies | ||
Pattern Recognition | ||
Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
Risk Adjusted Performance | 0.0724 | |||
Market Risk Adjusted Performance | 0.1267 | |||
Mean Deviation | 0.4631 | |||
Semi Deviation | 0.4482 | |||
Downside Deviation | 0.5704 | |||
Coefficient Of Variation | 1005.67 | |||
Standard Deviation | 0.5615 | |||
Variance | 0.3152 | |||
Information Ratio | (0.13) | |||
Jensen Alpha | (0) | |||
Total Risk Alpha | (0.04) | |||
Sortino Ratio | (0.13) | |||
Treynor Ratio | 0.1167 | |||
Maximum Drawdown | 2.35 | |||
Value At Risk | (0.89) | |||
Potential Upside | 0.8937 | |||
Downside Variance | 0.3254 | |||
Semi Variance | 0.2009 | |||
Expected Short fall | (0.55) | |||
Skewness | (0.07) | |||
Kurtosis | (0.67) |