Williston Basin/mid-north Risk Adjusted Performance
ICPAX Fund | USD 6.24 0.07 1.13% |
Williston |
| = | 0.1192 |
ER[a] | = | Expected return on investing in Williston Basin/mid-north |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Williston Basin/mid-north Risk Adjusted Performance Peers Comparison
Williston Risk Adjusted Performance Relative To Other Indicators
Williston Basinmid North America is currently considered the top fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 66.05 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Williston Basinmid North America is roughly 66.05
Risk Adjusted Performance |
Compare Williston Basin/mid-north to Peers |
Thematic Opportunities
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Williston Basin/mid-north Technical Signals
All Williston Basin/mid-north Technical Indicators
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Overlap Studies | ||
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Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
Risk Adjusted Performance | 0.1192 | |||
Market Risk Adjusted Performance | 0.2751 | |||
Mean Deviation | 0.9232 | |||
Semi Deviation | 1.21 | |||
Downside Deviation | 1.54 | |||
Coefficient Of Variation | 721.84 | |||
Standard Deviation | 1.28 | |||
Variance | 1.63 | |||
Information Ratio | 0.0602 | |||
Jensen Alpha | 0.1102 | |||
Total Risk Alpha | 0.0294 | |||
Sortino Ratio | 0.0497 | |||
Treynor Ratio | 0.2651 | |||
Maximum Drawdown | 7.87 | |||
Value At Risk | (1.84) | |||
Potential Upside | 1.77 | |||
Downside Variance | 2.39 | |||
Semi Variance | 1.47 | |||
Expected Short fall | (1.01) | |||
Skewness | (0.83) | |||
Kurtosis | 2.58 |