Blackrock Gwth Risk Adjusted Performance
BAGPX Fund | USD 16.25 0.01 0.06% |
Blackrock |
| = | 0.0355 |
ER[a] | = | Expected return on investing in Blackrock Gwth |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Blackrock Gwth Risk Adjusted Performance Peers Comparison
Blackrock Risk Adjusted Performance Relative To Other Indicators
Blackrock Gwth Ptf is rated below average in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 65.15 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Blackrock Gwth Ptf is roughly 65.15
Risk Adjusted Performance |
Compare Blackrock Gwth to Peers |
Thematic Opportunities
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Blackrock Gwth Technical Signals
All Blackrock Gwth 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 | 0.0355 | |||
Market Risk Adjusted Performance | 0.0457 | |||
Mean Deviation | 0.3509 | |||
Semi Deviation | 0.4099 | |||
Downside Deviation | 0.5186 | |||
Coefficient Of Variation | 1827.74 | |||
Standard Deviation | 0.4663 | |||
Variance | 0.2174 | |||
Information Ratio | (0.21) | |||
Jensen Alpha | (0.03) | |||
Total Risk Alpha | (0.05) | |||
Sortino Ratio | (0.19) | |||
Treynor Ratio | 0.0357 | |||
Maximum Drawdown | 2.31 | |||
Value At Risk | (0.68) | |||
Potential Upside | 0.7444 | |||
Downside Variance | 0.2689 | |||
Semi Variance | 0.168 | |||
Expected Short fall | (0.42) | |||
Skewness | (0.30) | |||
Kurtosis | 0.7536 |