Mainstay Pinestone Risk Adjusted Performance
FCGYX Fund | 20.64 0.03 0.15% |
Mainstay |
| = | 0.0103 |
ER[a] | = | Expected return on investing in Mainstay Pinestone |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Mainstay Pinestone Risk Adjusted Performance Peers Comparison
Mainstay Risk Adjusted Performance Relative To Other Indicators
Mainstay Pinestone Global is rated below average in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 287.16 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Mainstay Pinestone Global is roughly 287.16
Risk Adjusted Performance |
Compare Mainstay Pinestone to Peers |
Thematic Opportunities
Explore Investment Opportunities
Mainstay Pinestone Technical Signals
All Mainstay Pinestone 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 | 0.0103 | |||
Market Risk Adjusted Performance | 0.0105 | |||
Mean Deviation | 0.5231 | |||
Semi Deviation | 0.6413 | |||
Downside Deviation | 0.6802 | |||
Coefficient Of Variation | 6477.47 | |||
Standard Deviation | 0.666 | |||
Variance | 0.4436 | |||
Information Ratio | (0.17) | |||
Jensen Alpha | (0.07) | |||
Total Risk Alpha | (0.1) | |||
Sortino Ratio | (0.17) | |||
Treynor Ratio | 5.0E-4 | |||
Maximum Drawdown | 2.96 | |||
Value At Risk | (1.22) | |||
Potential Upside | 0.8742 | |||
Downside Variance | 0.4627 | |||
Semi Variance | 0.4113 | |||
Expected Short fall | (0.57) | |||
Skewness | (0.09) | |||
Kurtosis | 0.1416 |