Telecommunications Risk Adjusted Performance

RYCSX Fund

USD 40.36 0.07 0.17%

Telecommunications risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Telecommunications Fund Class 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

Telecommunications Fund Class has current Risk Adjusted Performance of 0.1576.

RAP

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

RFR

0.1576

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

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Telecommunications Risk Adjusted Performance Peers Comparison

Telecommunications Risk Adjusted Performance Relative To Other Indicators

Telecommunications Fund Class is rated top fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 27.23 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Telecommunications Fund Class is roughly 27.23

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Telecommunications Technical Signals

All Telecommunications Technical Indicators

	Cycle Indicators
	Math Operators
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	Risk Adjusted Performance	0.1576
	Market Risk Adjusted Performance	0.1868
	Mean Deviation	0.6385
	Semi Deviation	0.5777
	Downside Deviation	0.7982
	Coefficient Of Variation	487.02
	Standard Deviation	0.8115
	Variance	0.6586
	Information Ratio	0.0446
	Jensen Alpha	0.0499
	Total Risk Alpha	0.0288
	Sortino Ratio	0.0454
	Treynor Ratio	0.1768
	Maximum Drawdown	4.29
	Value At Risk	(1.15)
	Potential Upside	1.23
	Downside Variance	0.6371
	Semi Variance	0.3338
	Expected Short fall	(0.72)
	Skewness	0.3285
	Kurtosis	0.8248

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