Templeton Asian Risk Adjusted Performance
XQ1F Fund | EUR 17.97 0.05 0.28% |
Templeton |
| = | 0.0584 |
ER[a] | = | Expected return on investing in Templeton Asian |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Templeton Asian Risk Adjusted Performance Peers Comparison
Templeton Risk Adjusted Performance Relative To Other Indicators
Templeton Asian Bond is rated below average in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 22.10 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Templeton Asian Bond is roughly 22.10
Risk Adjusted Performance |
Compare Templeton Asian to Peers |
Thematic Opportunities
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Templeton Asian Technical Signals
All Templeton Asian Technical Indicators
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Overlap Studies | ||
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Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
Risk Adjusted Performance | 0.0584 | |||
Market Risk Adjusted Performance | 0.8086 | |||
Mean Deviation | 0.2583 | |||
Semi Deviation | 0.235 | |||
Downside Deviation | 0.3279 | |||
Coefficient Of Variation | 1019.12 | |||
Standard Deviation | 0.3176 | |||
Variance | 0.1009 | |||
Information Ratio | (0.25) | |||
Jensen Alpha | 0.0185 | |||
Total Risk Alpha | (0.02) | |||
Sortino Ratio | (0.25) | |||
Treynor Ratio | 0.7986 | |||
Maximum Drawdown | 1.29 | |||
Value At Risk | (0.50) | |||
Potential Upside | 0.5122 | |||
Downside Variance | 0.1075 | |||
Semi Variance | 0.0552 | |||
Expected Short fall | (0.29) | |||
Skewness | (0.05) | |||
Kurtosis | (0.31) |