Guggenheim World Risk Adjusted Performance
SEQPX Fund | USD 17.63 0.14 0.79% |
Guggenheim |
| = | 0.0476 |
ER[a] | = | Expected return on investing in Guggenheim World |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Guggenheim World Risk Adjusted Performance Peers Comparison
Guggenheim Risk Adjusted Performance Relative To Other Indicators
Guggenheim World Equity 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 65.24 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Guggenheim World Equity is roughly 65.24
Risk Adjusted Performance |
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Thematic Opportunities
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Guggenheim World Technical Signals
All Guggenheim World Technical Indicators
Cycle Indicators | ||
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Overlap Studies | ||
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Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
Risk Adjusted Performance | 0.0476 | |||
Market Risk Adjusted Performance | (12.33) | |||
Mean Deviation | 0.4163 | |||
Semi Deviation | 0.4634 | |||
Downside Deviation | 0.5446 | |||
Coefficient Of Variation | 1482.95 | |||
Standard Deviation | 0.551 | |||
Variance | 0.3036 | |||
Information Ratio | (0.13) | |||
Jensen Alpha | 0.0274 | |||
Total Risk Alpha | (0.04) | |||
Sortino Ratio | (0.13) | |||
Treynor Ratio | (12.34) | |||
Maximum Drawdown | 3.11 | |||
Value At Risk | (0.73) | |||
Potential Upside | 0.9731 | |||
Downside Variance | 0.2966 | |||
Semi Variance | 0.2147 | |||
Expected Short fall | (0.48) | |||
Skewness | 0.024 | |||
Kurtosis | 0.9618 |