Mackenzie Canadian Risk Adjusted Performance
MFC650 Fund | 50.28 0.12 0.24% |
Mackenzie |
| = | 0.1505 |
ER[a] | = | Expected return on investing in Mackenzie Canadian |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Mackenzie Canadian Risk Adjusted Performance Peers Comparison
Mackenzie Risk Adjusted Performance Relative To Other Indicators
Mackenzie Canadian Growth is rated below average in risk adjusted performance among similar funds. It is rated below average in maximum drawdown among similar funds reporting about 17.89 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Mackenzie Canadian Growth is roughly 17.90
Risk Adjusted Performance |
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Thematic Opportunities
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Mackenzie Canadian Technical Signals
All Mackenzie Canadian 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 | 0.1505 | |||
Market Risk Adjusted Performance | 0.3207 | |||
Mean Deviation | 0.4333 | |||
Semi Deviation | 0.3364 | |||
Downside Deviation | 0.5256 | |||
Coefficient Of Variation | 493.89 | |||
Standard Deviation | 0.536 | |||
Variance | 0.2873 | |||
Information Ratio | (0.05) | |||
Jensen Alpha | 0.0581 | |||
Total Risk Alpha | 0.0091 | |||
Sortino Ratio | (0.06) | |||
Treynor Ratio | 0.3107 | |||
Maximum Drawdown | 2.69 | |||
Value At Risk | (0.67) | |||
Potential Upside | 0.947 | |||
Downside Variance | 0.2763 | |||
Semi Variance | 0.1132 | |||
Expected Short fall | (0.48) | |||
Skewness | (0.34) | |||
Kurtosis | 0.2699 |