Brookfield Global Risk Adjusted Performance
BGLCX Fund | USD 13.98 0.01 0.07% |
Brookfield |
| = | 0.0991 |
ER[a] | = | Expected return on investing in Brookfield Global |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Brookfield Global Risk Adjusted Performance Peers Comparison
Brookfield Risk Adjusted Performance Relative To Other Indicators
Brookfield Global Listed is the top fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 23.83 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Brookfield Global Listed is roughly 23.83
Risk Adjusted Performance |
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Brookfield Global Technical Signals
All Brookfield Global Technical Indicators
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Volume Indicators |
Risk Adjusted Performance | 0.0991 | |||
Market Risk Adjusted Performance | 0.3093 | |||
Mean Deviation | 0.4574 | |||
Semi Deviation | 0.4644 | |||
Downside Deviation | 0.646 | |||
Coefficient Of Variation | 746.67 | |||
Standard Deviation | 0.5766 | |||
Variance | 0.3324 | |||
Information Ratio | (0.09) | |||
Jensen Alpha | 0.0402 | |||
Total Risk Alpha | (0.02) | |||
Sortino Ratio | (0.08) | |||
Treynor Ratio | 0.2993 | |||
Maximum Drawdown | 2.36 | |||
Value At Risk | (1.02) | |||
Potential Upside | 0.8721 | |||
Downside Variance | 0.4173 | |||
Semi Variance | 0.2157 | |||
Expected Short fall | (0.51) | |||
Skewness | (0.40) | |||
Kurtosis | (0.32) |