Fisher Investments Risk Adjusted Performance
IUSCX Fund | USD 13.30 0.23 1.76% |
Fisher |
| = | 0.0861 |
ER[a] | = | Expected return on investing in Fisher Investments |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Fisher Investments Risk Adjusted Performance Peers Comparison
Fisher Risk Adjusted Performance Relative To Other Indicators
Fisher Small Cap is rated below average in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 92.88 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Fisher Small Cap is roughly 92.88
Risk Adjusted Performance |
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Thematic Opportunities
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Fisher Investments Technical Signals
All Fisher Investments 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 | 0.0861 | |||
Market Risk Adjusted Performance | 0.0953 | |||
Mean Deviation | 0.9849 | |||
Semi Deviation | 0.9745 | |||
Downside Deviation | 1.17 | |||
Coefficient Of Variation | 940.64 | |||
Standard Deviation | 1.4 | |||
Variance | 1.97 | |||
Information Ratio | 0.0131 | |||
Jensen Alpha | (0.06) | |||
Total Risk Alpha | (0.08) | |||
Sortino Ratio | 0.0158 | |||
Treynor Ratio | 0.0853 | |||
Maximum Drawdown | 8.0 | |||
Value At Risk | (1.69) | |||
Potential Upside | 2.29 | |||
Downside Variance | 1.36 | |||
Semi Variance | 0.9497 | |||
Expected Short fall | (1.23) | |||
Skewness | 1.19 | |||
Kurtosis | 5.2 |