Evaluator Aggressive Risk Adjusted Performance
EVFGX Fund | USD 14.36 0.02 0.14% |
Evaluator |
| = | 0.0817 |
ER[a] | = | Expected return on investing in Evaluator Aggressive |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Evaluator Aggressive Risk Adjusted Performance Peers Comparison
Evaluator Risk Adjusted Performance Relative To Other Indicators
Evaluator Aggressive Rms is rated # 4 fund in risk adjusted performance among similar funds. It is one of the top funds in maximum drawdown among similar funds reporting about 34.62 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Evaluator Aggressive Rms is roughly 34.62
Risk Adjusted Performance |
Compare Evaluator Aggressive to Peers |
Thematic Opportunities
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Evaluator Aggressive Technical Signals
All Evaluator Aggressive 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 | 0.0817 | |||
Market Risk Adjusted Performance | 1.37 | |||
Mean Deviation | 0.49 | |||
Semi Deviation | 0.5189 | |||
Downside Deviation | 0.6978 | |||
Coefficient Of Variation | 920.38 | |||
Standard Deviation | 0.6655 | |||
Variance | 0.4429 | |||
Information Ratio | (0.08) | |||
Jensen Alpha | 0.057 | |||
Total Risk Alpha | (0.04) | |||
Sortino Ratio | (0.08) | |||
Treynor Ratio | 1.36 | |||
Maximum Drawdown | 2.83 | |||
Value At Risk | (0.85) | |||
Potential Upside | 1.16 | |||
Downside Variance | 0.487 | |||
Semi Variance | 0.2693 | |||
Expected Short fall | (0.61) | |||
Skewness | (0.03) | |||
Kurtosis | 1.19 |