American Mutual Risk Adjusted Performance
AMFCX Fund | USD 51.52 0.52 1.00% |
American |
| = | 0.0612 |
ER[a] | = | Expected return on investing in American Mutual |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
American Mutual Risk Adjusted Performance Peers Comparison
American Risk Adjusted Performance Relative To Other Indicators
American Mutual Fund is fifth largest fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 42.37 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for American Mutual Fund is roughly 42.37
Risk Adjusted Performance |
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Thematic Opportunities
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American Mutual Technical Signals
All American Mutual Technical Indicators
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Statistic Functions | ||
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Volume Indicators |
Risk Adjusted Performance | 0.0612 | |||
Market Risk Adjusted Performance | 0.8236 | |||
Mean Deviation | 0.4122 | |||
Semi Deviation | 0.4799 | |||
Downside Deviation | 0.5632 | |||
Coefficient Of Variation | 989.86 | |||
Standard Deviation | 0.5291 | |||
Variance | 0.2799 | |||
Information Ratio | (0.08) | |||
Jensen Alpha | 0.0389 | |||
Total Risk Alpha | (0.03) | |||
Sortino Ratio | (0.07) | |||
Treynor Ratio | 0.8136 | |||
Maximum Drawdown | 2.59 | |||
Value At Risk | (0.85) | |||
Potential Upside | 0.8416 | |||
Downside Variance | 0.3172 | |||
Semi Variance | 0.2303 | |||
Expected Short fall | (0.43) | |||
Skewness | (0.31) | |||
Kurtosis | 0.1767 |