Mainstay Balanced Risk Adjusted Performance

MBACX Fund

USD 32.34 0.01 0.03%

Mainstay Balanced risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Mainstay Balanced Fund or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening tools

Mainstay Balanced Fund has current Risk Adjusted Performance of 0.0849.

RAP

(ER[a] - RFR) * STD[b])/STD[b]

RFR

0.0849

ER[a]	=	Expected return on investing in Mainstay Balanced
RFR	=	Risk Free Rate of return. Typically T-Bill Rate
STD[b]	=	Standard Deviation of selected market or benchmark.

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Mainstay Balanced Risk Adjusted Performance Peers Comparison

Mainstay Risk Adjusted Performance Relative To Other Indicators

Mainstay Balanced Fund is regarded fifth largest fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 29.08 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Mainstay Balanced Fund is roughly 29.08

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Mainstay Balanced Technical Signals

All Mainstay Balanced Technical Indicators

	Cycle Indicators
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	Risk Adjusted Performance	0.0849
	Market Risk Adjusted Performance	0.0927
	Mean Deviation	0.3206
	Semi Deviation	0.2361
	Downside Deviation	0.3743
	Coefficient Of Variation	823.38
	Standard Deviation	0.4271
	Variance	0.1824
	Information Ratio	(0.18)
	Jensen Alpha	(0.02)
	Total Risk Alpha	(0.02)
	Sortino Ratio	(0.21)
	Treynor Ratio	0.0827
	Maximum Drawdown	2.47
	Value At Risk	(0.63)
	Potential Upside	0.6285
	Downside Variance	0.1401
	Semi Variance	0.0557
	Expected Short fall	(0.38)
	Skewness	0.9793
	Kurtosis	3.46

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