Cambiar Opportunity Risk Adjusted Performance
CAMOX Fund | USD 30.50 0.19 0.62% |
Cambiar |
| = | 0.0731 |
ER[a] | = | Expected return on investing in Cambiar Opportunity |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Cambiar Opportunity Risk Adjusted Performance Peers Comparison
Cambiar Risk Adjusted Performance Relative To Other Indicators
Cambiar Opportunity Fund is second largest fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 47.60 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Cambiar Opportunity Fund is roughly 47.60
Risk Adjusted Performance |
Compare Cambiar Opportunity to Peers |
Thematic Opportunities
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Cambiar Opportunity Technical Signals
All Cambiar Opportunity Technical Indicators
Cycle Indicators | ||
Math Operators | ||
Math Transform | ||
Momentum Indicators | ||
Overlap Studies | ||
Pattern Recognition | ||
Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
Risk Adjusted Performance | 0.0731 | |||
Market Risk Adjusted Performance | (0.38) | |||
Mean Deviation | 0.5559 | |||
Semi Deviation | 0.5647 | |||
Downside Deviation | 0.654 | |||
Coefficient Of Variation | 1039.49 | |||
Standard Deviation | 0.718 | |||
Variance | 0.5155 | |||
Information Ratio | (0.09) | |||
Jensen Alpha | 0.0772 | |||
Total Risk Alpha | (0.05) | |||
Sortino Ratio | (0.09) | |||
Treynor Ratio | (0.39) | |||
Maximum Drawdown | 3.48 | |||
Value At Risk | (1.02) | |||
Potential Upside | 1.08 | |||
Downside Variance | 0.4277 | |||
Semi Variance | 0.3189 | |||
Expected Short fall | (0.64) | |||
Skewness | 0.321 | |||
Kurtosis | 1.34 |