Multimanager Lifestyle Risk Adjusted Performance
JSLAX Fund | USD 15.08 0.10 0.67% |
Multimanager |
| = | 0.0337 |
ER[a] | = | Expected return on investing in Multimanager Lifestyle |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Multimanager Lifestyle Risk Adjusted Performance Peers Comparison
Multimanager Risk Adjusted Performance Relative To Other Indicators
Multimanager Lifestyle Aggressive 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 128.83 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Multimanager Lifestyle Aggressive is roughly 128.83
Risk Adjusted Performance |
Compare Multimanager Lifestyle to Peers |
Thematic Opportunities
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Multimanager Lifestyle Technical Signals
All Multimanager Lifestyle Technical Indicators
Cycle Indicators | ||
Math Operators | ||
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Momentum Indicators | ||
Overlap Studies | ||
Pattern Recognition | ||
Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
Risk Adjusted Performance | 0.0337 | |||
Market Risk Adjusted Performance | 0.3662 | |||
Mean Deviation | 0.5357 | |||
Semi Deviation | 0.7705 | |||
Downside Deviation | 0.9225 | |||
Coefficient Of Variation | 2409.3 | |||
Standard Deviation | 0.7516 | |||
Variance | 0.5649 | |||
Information Ratio | (0.06) | |||
Jensen Alpha | 0.0171 | |||
Total Risk Alpha | (0.04) | |||
Sortino Ratio | (0.05) | |||
Treynor Ratio | 0.3562 | |||
Maximum Drawdown | 4.34 | |||
Value At Risk | (1.35) | |||
Potential Upside | 1.22 | |||
Downside Variance | 0.851 | |||
Semi Variance | 0.5936 | |||
Expected Short fall | (0.60) | |||
Skewness | (1.00) | |||
Kurtosis | 2.59 |