Fs Multi-strategy Risk Adjusted Performance
FSMSX Fund | USD 11.19 0.03 0.27% |
FSMSX |
| = | 0.0949 |
ER[a] | = | Expected return on investing in Fs Multi-strategy |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Fs Multi-strategy Risk Adjusted Performance Peers Comparison
FSMSX Risk Adjusted Performance Relative To Other Indicators
Fs Multi Strategy Alt is rated # 5 fund in risk adjusted performance among similar funds. It is rated below average in maximum drawdown among similar funds reporting about 10.44 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Fs Multi Strategy Alt is roughly 10.44
Risk Adjusted Performance |
Compare Fs Multi-strategy to Peers |
Thematic Opportunities
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Fs Multi-strategy Technical Signals
All Fs Multi-strategy 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 | 0.0949 | |||
Market Risk Adjusted Performance | 0.3428 | |||
Mean Deviation | 0.1635 | |||
Semi Deviation | 0.1245 | |||
Downside Deviation | 0.276 | |||
Coefficient Of Variation | 673.71 | |||
Standard Deviation | 0.2135 | |||
Variance | 0.0456 | |||
Information Ratio | (0.32) | |||
Jensen Alpha | 0.0158 | |||
Total Risk Alpha | (0) | |||
Sortino Ratio | (0.25) | |||
Treynor Ratio | 0.3328 | |||
Maximum Drawdown | 0.9911 | |||
Value At Risk | (0.36) | |||
Potential Upside | 0.3604 | |||
Downside Variance | 0.0762 | |||
Semi Variance | 0.0155 | |||
Expected Short fall | (0.19) | |||
Skewness | (0.69) | |||
Kurtosis | 0.8238 |