Brandes International Risk Adjusted Performance

BISAX Fund

USD 18.75 0.06 0.32%

Brandes International risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Brandes International Small or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening tools

Brandes International Small has current Risk Adjusted Performance of 0.0044.

RAP

(ER[a] - RFR) * STD[b])/STD[b]

RFR

0.0044

ER[a]	=	Expected return on investing in Brandes International
RFR	=	Risk Free Rate of return. Typically T-Bill Rate
STD[b]	=	Standard Deviation of selected market or benchmark.

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Brandes International Risk Adjusted Performance Peers Comparison

Brandes Risk Adjusted Performance Relative To Other Indicators

Brandes International Small is rated below average in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 746.41 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Brandes International Small is roughly 746.41

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Brandes International Technical Signals

All Brandes International Technical Indicators

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	Risk Adjusted Performance	0.0044
	Market Risk Adjusted Performance	(0)
	Mean Deviation	0.4755
	Semi Deviation	0.5746
	Downside Deviation	0.6434
	Coefficient Of Variation	12221.4
	Standard Deviation	0.6475
	Variance	0.4193
	Information Ratio	(0.19)
	Jensen Alpha	(0.05)
	Total Risk Alpha	(0.11)
	Sortino Ratio	(0.20)
	Treynor Ratio	(0.01)
	Maximum Drawdown	3.28
	Value At Risk	(0.89)
	Potential Upside	1.27
	Downside Variance	0.4139
	Semi Variance	0.3302
	Expected Short fall	(0.57)
	Skewness	0.2608
	Kurtosis	1.1

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