Sit Government Risk Adjusted Performance

SNGYX Fund  USD 10.34  0.05  0.49%   
Sit Government risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Sit Government Securities 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
  
Sit Government Securities has current Risk Adjusted Performance of 0.1211.

RAP

 = 

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

RFR

 = 
0.1211
ER[a] = Expected return on investing in Sit Government
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Sit Government Risk Adjusted Performance Peers Comparison

-0.04380.12110.12910.11710.0687100%

Sit Risk Adjusted Performance Relative To Other Indicators

Sit Government Securities is rated second largest fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about  9.02  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Sit Government Securities is roughly  9.02 
JavaScript chart by amCharts 3.21.15BACCXENPSXXEMOXSEPIXTMLAXTMCLXSNGYX 02468 -0.0500.050.100.15
Compare Sit Government to Peers

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