Quantified Managed Risk Adjusted Performance
QBDSX Fund | USD 8.00 0.03 0.38% |
Quantified |
| = | 0.049 |
ER[a] | = | Expected return on investing in Quantified Managed |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Quantified Managed Risk Adjusted Performance Peers Comparison
Quantified Risk Adjusted Performance Relative To Other Indicators
Quantified Managed Income is rated third largest fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 55.80 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Quantified Managed Income is roughly 55.80
Risk Adjusted Performance |
Compare Quantified Managed to Peers |
Thematic Opportunities
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Quantified Managed Technical Signals
All Quantified Managed 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 | 0.049 | |||
Market Risk Adjusted Performance | 0.1675 | |||
Mean Deviation | 0.2759 | |||
Semi Deviation | 0.3691 | |||
Downside Deviation | 0.4726 | |||
Coefficient Of Variation | 1389.6 | |||
Standard Deviation | 0.3967 | |||
Variance | 0.1574 | |||
Information Ratio | (0.18) | |||
Jensen Alpha | 0.008 | |||
Total Risk Alpha | (0.02) | |||
Sortino Ratio | (0.15) | |||
Treynor Ratio | 0.1575 | |||
Maximum Drawdown | 2.73 | |||
Value At Risk | (0.49) | |||
Potential Upside | 0.6353 | |||
Downside Variance | 0.2233 | |||
Semi Variance | 0.1362 | |||
Expected Short fall | (0.33) | |||
Skewness | (1.61) | |||
Kurtosis | 7.97 |