Clearbridge Large Risk Adjusted Performance
SBLYX Fund | USD 79.15 0.51 0.64% |
Clearbridge |
| = | 0.1023 |
ER[a] | = | Expected return on investing in Clearbridge Large |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Clearbridge Large Risk Adjusted Performance Peers Comparison
Clearbridge Risk Adjusted Performance Relative To Other Indicators
Clearbridge Large Cap 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 41.45 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Clearbridge Large Cap is roughly 41.45
Risk Adjusted Performance |
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Thematic Opportunities
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Clearbridge Large Technical Signals
All Clearbridge Large Technical Indicators
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Statistic Functions | ||
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Volume Indicators |
Risk Adjusted Performance | 0.1023 | |||
Market Risk Adjusted Performance | 0.1431 | |||
Mean Deviation | 0.6463 | |||
Semi Deviation | 0.842 | |||
Downside Deviation | 1.04 | |||
Coefficient Of Variation | 758.03 | |||
Standard Deviation | 0.8973 | |||
Variance | 0.8051 | |||
Information Ratio | (0.01) | |||
Jensen Alpha | 0.0104 | |||
Total Risk Alpha | (0.03) | |||
Sortino Ratio | (0.01) | |||
Treynor Ratio | 0.1331 | |||
Maximum Drawdown | 4.24 | |||
Value At Risk | (1.63) | |||
Potential Upside | 1.5 | |||
Downside Variance | 1.08 | |||
Semi Variance | 0.7089 | |||
Expected Short fall | (0.64) | |||
Skewness | (0.48) | |||
Kurtosis | 0.9063 |