Evaluator Tactically Risk Adjusted Performance
EVTTX Fund | USD 10.60 0.01 0.09% |
Evaluator |
| = | 0.0628 |
ER[a] | = | Expected return on investing in Evaluator Tactically |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Evaluator Tactically Risk Adjusted Performance Peers Comparison
Evaluator Risk Adjusted Performance Relative To Other Indicators
Evaluator Tactically Managed is rated below average in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 22.80 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Evaluator Tactically Managed is roughly 22.80
Risk Adjusted Performance |
Compare Evaluator Tactically to Peers |
Thematic Opportunities
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Evaluator Tactically Technical Signals
All Evaluator Tactically 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 | 0.0628 | |||
Market Risk Adjusted Performance | 0.4221 | |||
Mean Deviation | 0.2135 | |||
Semi Deviation | 0.149 | |||
Downside Deviation | 0.3019 | |||
Coefficient Of Variation | 978.84 | |||
Standard Deviation | 0.3012 | |||
Variance | 0.0907 | |||
Information Ratio | (0.31) | |||
Jensen Alpha | 0.015 | |||
Total Risk Alpha | (0.02) | |||
Sortino Ratio | (0.31) | |||
Treynor Ratio | 0.4121 | |||
Maximum Drawdown | 1.43 | |||
Value At Risk | (0.48) | |||
Potential Upside | 0.5775 | |||
Downside Variance | 0.0912 | |||
Semi Variance | 0.0222 | |||
Expected Short fall | (0.30) | |||
Skewness | 0.5421 | |||
Kurtosis | 1.25 |