Mainstay Mackay Risk Adjusted Performance
MTBDX Fund | USD 9.30 0.01 0.11% |
Mainstay |
| = | 0.0154 |
ER[a] | = | Expected return on investing in Mainstay Mackay |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Mainstay Mackay Risk Adjusted Performance Peers Comparison
Mainstay Risk Adjusted Performance Relative To Other Indicators
Mainstay Mackay Tax is number one fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 97.92 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Mainstay Mackay Tax is roughly 97.92
Risk Adjusted Performance |
Compare Mainstay Mackay to Peers |
Thematic Opportunities
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Mainstay Mackay Technical Signals
All Mainstay Mackay 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 | 0.0154 | |||
Market Risk Adjusted Performance | 0.1318 | |||
Mean Deviation | 0.1962 | |||
Semi Deviation | 0.2642 | |||
Downside Deviation | 0.4214 | |||
Coefficient Of Variation | 2445.98 | |||
Standard Deviation | 0.2902 | |||
Variance | 0.0842 | |||
Information Ratio | (0.30) | |||
Jensen Alpha | 5.0E-4 | |||
Total Risk Alpha | (0.03) | |||
Sortino Ratio | (0.21) | |||
Treynor Ratio | 0.1218 | |||
Maximum Drawdown | 1.51 | |||
Value At Risk | (0.43) | |||
Potential Upside | 0.4315 | |||
Downside Variance | 0.1776 | |||
Semi Variance | 0.0698 | |||
Expected Short fall | (0.26) | |||
Skewness | (1.06) | |||
Kurtosis | 3.04 |