Ridgeworth Ceredex Risk Adjusted Performance
SVIFX Fund | USD 11.68 0.09 0.78% |
Ridgeworth |
| = | 0.1007 |
ER[a] | = | Expected return on investing in Ridgeworth Ceredex |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Ridgeworth Ceredex Risk Adjusted Performance Peers Comparison
Ridgeworth Risk Adjusted Performance Relative To Other Indicators
Ridgeworth Ceredex Large is rated top fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 45.74 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Ridgeworth Ceredex Large is roughly 45.74
Risk Adjusted Performance |
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Ridgeworth Ceredex Technical Signals
All Ridgeworth Ceredex Technical Indicators
Cycle Indicators | ||
Math Operators | ||
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Momentum Indicators | ||
Overlap Studies | ||
Pattern Recognition | ||
Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
Risk Adjusted Performance | 0.1007 | |||
Market Risk Adjusted Performance | 0.1093 | |||
Mean Deviation | 0.5725 | |||
Semi Deviation | 0.4481 | |||
Downside Deviation | 0.6573 | |||
Coefficient Of Variation | 760.29 | |||
Standard Deviation | 0.7945 | |||
Variance | 0.6312 | |||
Information Ratio | (0.01) | |||
Jensen Alpha | (0.0002) | |||
Total Risk Alpha | (0.01) | |||
Sortino Ratio | (0.01) | |||
Treynor Ratio | 0.0993 | |||
Maximum Drawdown | 4.61 | |||
Value At Risk | (0.90) | |||
Potential Upside | 1.22 | |||
Downside Variance | 0.432 | |||
Semi Variance | 0.2008 | |||
Expected Short fall | (0.69) | |||
Skewness | 1.43 | |||
Kurtosis | 5.66 |