Guggenheim Mid Risk Adjusted Performance
SEVSX Fund | USD 22.88 0.08 0.35% |
Guggenheim |
| = | 0.0248 |
ER[a] | = | Expected return on investing in Guggenheim Mid |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Guggenheim Mid Risk Adjusted Performance Peers Comparison
Guggenheim Risk Adjusted Performance Relative To Other Indicators
Guggenheim Mid Cap is rated third largest fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 177.46 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Guggenheim Mid Cap is roughly 177.46
Risk Adjusted Performance |
Compare Guggenheim Mid to Peers |
Thematic Opportunities
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Guggenheim Mid Technical Signals
All Guggenheim Mid Technical Indicators
Cycle Indicators | ||
Math Operators | ||
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Overlap Studies | ||
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Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
Risk Adjusted Performance | 0.0248 | |||
Market Risk Adjusted Performance | 0.0272 | |||
Mean Deviation | 0.6905 | |||
Semi Deviation | 0.8891 | |||
Downside Deviation | 0.9224 | |||
Coefficient Of Variation | 2858.88 | |||
Standard Deviation | 0.8819 | |||
Variance | 0.7778 | |||
Information Ratio | (0.06) | |||
Jensen Alpha | (0.07) | |||
Total Risk Alpha | (0.08) | |||
Sortino Ratio | (0.06) | |||
Treynor Ratio | 0.0172 | |||
Maximum Drawdown | 4.4 | |||
Value At Risk | (1.50) | |||
Potential Upside | 1.34 | |||
Downside Variance | 0.8508 | |||
Semi Variance | 0.7906 | |||
Expected Short fall | (0.72) | |||
Skewness | (0.36) | |||
Kurtosis | 0.7249 |