Neuberger Berman Risk Adjusted Performance

NLSIX Fund

USD 18.73 0.06 0.32%

Neuberger Berman risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Neuberger Berman Long 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

Neuberger Berman Long has current Risk Adjusted Performance of 0.0778.

RAP

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

RFR

0.0778

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

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Neuberger Berman Risk Adjusted Performance Peers Comparison

Neuberger Risk Adjusted Performance Relative To Other Indicators

Neuberger Berman Long is regarded second largest fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 15.32 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Neuberger Berman Long is roughly 15.32

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Neuberger Berman Technical Signals

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	Risk Adjusted Performance	0.0778
	Market Risk Adjusted Performance	0.1019
	Mean Deviation	0.2112
	Semi Deviation	0.2339
	Downside Deviation	0.3187
	Coefficient Of Variation	803.42
	Standard Deviation	0.2792
	Variance	0.078
	Information Ratio	(0.34)
	Jensen Alpha	(0.01)
	Total Risk Alpha	(0.02)
	Sortino Ratio	(0.29)
	Treynor Ratio	0.0919
	Maximum Drawdown	1.19
	Value At Risk	(0.54)
	Potential Upside	0.4362
	Downside Variance	0.1016
	Semi Variance	0.0547
	Expected Short fall	(0.22)
	Skewness	(0.64)
	Kurtosis	0.4222

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