Mainstay Growth Risk Adjusted Performance
MOEAX Fund | USD 15.09 0.08 0.53% |
Mainstay |
| = | 0.1088 |
ER[a] | = | Expected return on investing in Mainstay Growth |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Mainstay Growth Risk Adjusted Performance Peers Comparison
Mainstay Risk Adjusted Performance Relative To Other Indicators
Mainstay Growth Etf is number one fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 24.87 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Mainstay Growth Etf is roughly 24.87
Risk Adjusted Performance |
Compare Mainstay Growth to Peers |
Thematic Opportunities
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Mainstay Growth Technical Signals
All Mainstay Growth 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 | 0.1088 | |||
Market Risk Adjusted Performance | 0.1252 | |||
Mean Deviation | 0.4831 | |||
Semi Deviation | 0.5125 | |||
Downside Deviation | 0.6762 | |||
Coefficient Of Variation | 689.41 | |||
Standard Deviation | 0.6342 | |||
Variance | 0.4022 | |||
Information Ratio | (0.07) | |||
Jensen Alpha | (0.01) | |||
Total Risk Alpha | (0.02) | |||
Sortino Ratio | (0.07) | |||
Treynor Ratio | 0.1152 | |||
Maximum Drawdown | 2.71 | |||
Value At Risk | (0.82) | |||
Potential Upside | 0.827 | |||
Downside Variance | 0.4573 | |||
Semi Variance | 0.2627 | |||
Expected Short fall | (0.55) | |||
Skewness | (0.31) | |||
Kurtosis | 0.9663 |