| NTHEX Fund | | | USD 3.74 0.01 0.27% |
Northeast Investors risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Northeast Investors Trust 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
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Northeast Investors Trust has current Risk Adjusted Performance of 0.2071.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.2071 | |
Northeast Investors Risk Adjusted Performance Peers Comparison
Northeast Risk Adjusted Performance Relative To Other Indicators
Northeast Investors Trust is regarded
second largest fund in risk adjusted performance among similar funds. It is rated
below average in maximum drawdown among similar funds reporting about
5.37 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Northeast Investors Trust is roughly
5.37
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