Mutual Quest Risk Adjusted Performance
TEMQX Fund | USD 15.12 0.05 0.33% |
Mutual |
| = | 0.0567 |
ER[a] | = | Expected return on investing in Mutual Quest |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Mutual Quest Risk Adjusted Performance Peers Comparison
Mutual Risk Adjusted Performance Relative To Other Indicators
Mutual Quest is rated top fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 46.67 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Mutual Quest is roughly 46.67
Risk Adjusted Performance |
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Thematic Opportunities
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Mutual Quest Technical Signals
All Mutual Quest Technical Indicators
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Statistic Functions | ||
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Volume Indicators |
Risk Adjusted Performance | 0.0567 | |||
Market Risk Adjusted Performance | 0.0644 | |||
Mean Deviation | 0.4379 | |||
Semi Deviation | 0.4399 | |||
Downside Deviation | 0.5204 | |||
Coefficient Of Variation | 1257.39 | |||
Standard Deviation | 0.542 | |||
Variance | 0.2938 | |||
Information Ratio | (0.17) | |||
Jensen Alpha | (0.04) | |||
Total Risk Alpha | (0.06) | |||
Sortino Ratio | (0.18) | |||
Treynor Ratio | 0.0544 | |||
Maximum Drawdown | 2.65 | |||
Value At Risk | (0.81) | |||
Potential Upside | 0.7581 | |||
Downside Variance | 0.2708 | |||
Semi Variance | 0.1935 | |||
Expected Short fall | (0.49) | |||
Skewness | 0.283 | |||
Kurtosis | 0.2976 |