Tributary Smallmid Risk Adjusted Performance
FSMBX Fund | USD 15.29 0.03 0.20% |
Tributary |
| = | 0.0188 |
ER[a] | = | Expected return on investing in Tributary Smallmid |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Tributary Smallmid Risk Adjusted Performance Peers Comparison
Tributary Risk Adjusted Performance Relative To Other Indicators
Tributary Smallmid Cap is rated # 5 fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 217.05 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Tributary Smallmid Cap is roughly 217.05
Risk Adjusted Performance |
Compare Tributary Smallmid to Peers |
Thematic Opportunities
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Tributary Smallmid Technical Signals
All Tributary Smallmid Technical Indicators
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Statistic Functions | ||
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Volume Indicators |
Risk Adjusted Performance | 0.0188 | |||
Market Risk Adjusted Performance | 0.0197 | |||
Mean Deviation | 0.7378 | |||
Semi Deviation | 1.01 | |||
Downside Deviation | 1.07 | |||
Coefficient Of Variation | 4033.33 | |||
Standard Deviation | 0.9405 | |||
Variance | 0.8846 | |||
Information Ratio | (0.05) | |||
Jensen Alpha | (0.07) | |||
Total Risk Alpha | (0.08) | |||
Sortino Ratio | (0.04) | |||
Treynor Ratio | 0.0097 | |||
Maximum Drawdown | 4.08 | |||
Value At Risk | (1.51) | |||
Potential Upside | 1.36 | |||
Downside Variance | 1.15 | |||
Semi Variance | 1.01 | |||
Expected Short fall | (0.74) | |||
Skewness | (0.59) | |||
Kurtosis | 0.3206 |