Retirement Living Risk Adjusted Performance
JRLHX Fund | USD 10.50 0.04 0.38% |
Retirement |
| = | 0.0547 |
ER[a] | = | Expected return on investing in Retirement Living |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Retirement Living Risk Adjusted Performance Peers Comparison
Retirement Risk Adjusted Performance Relative To Other Indicators
Retirement Living Through is rated below average in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 21.10 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Retirement Living Through is roughly 21.10
Risk Adjusted Performance |
Compare Retirement Living to Peers |
Thematic Opportunities
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Retirement Living Technical Signals
All Retirement Living 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 | 0.0547 | |||
Market Risk Adjusted Performance | 0.0879 | |||
Mean Deviation | 0.2033 | |||
Semi Deviation | 0.1774 | |||
Downside Deviation | 0.2697 | |||
Coefficient Of Variation | 1028.68 | |||
Standard Deviation | 0.2578 | |||
Variance | 0.0665 | |||
Information Ratio | (0.44) | |||
Jensen Alpha | (0.01) | |||
Total Risk Alpha | (0.03) | |||
Sortino Ratio | (0.42) | |||
Treynor Ratio | 0.0779 | |||
Maximum Drawdown | 1.15 | |||
Value At Risk | (0.39) | |||
Potential Upside | 0.4854 | |||
Downside Variance | 0.0727 | |||
Semi Variance | 0.0315 | |||
Expected Short fall | (0.23) | |||
Skewness | (0.08) | |||
Kurtosis | 0.0196 |