Financial Industries Risk Adjusted Performance
JFIFX Fund | USD 21.28 0.02 0.09% |
FINANCIAL |
| = | 0.1623 |
ER[a] | = | Expected return on investing in Financial Industries |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Financial Industries Risk Adjusted Performance Peers Comparison
FINANCIAL Risk Adjusted Performance Relative To Other Indicators
Financial Industries Fund is currently considered the top fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 60.26 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Financial Industries Fund is roughly 60.26
Risk Adjusted Performance |
Compare Financial Industries to Peers |
Thematic Opportunities
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Financial Industries Technical Signals
All Financial Industries Technical Indicators
Cycle Indicators | ||
Math Operators | ||
Math Transform | ||
Momentum Indicators | ||
Overlap Studies | ||
Pattern Recognition | ||
Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
Risk Adjusted Performance | 0.1623 | |||
Market Risk Adjusted Performance | (3.17) | |||
Mean Deviation | 0.8536 | |||
Semi Deviation | 0.5448 | |||
Downside Deviation | 0.9004 | |||
Coefficient Of Variation | 484.79 | |||
Standard Deviation | 1.32 | |||
Variance | 1.75 | |||
Information Ratio | 0.1114 | |||
Jensen Alpha | 0.272 | |||
Total Risk Alpha | 0.0636 | |||
Sortino Ratio | 0.1634 | |||
Treynor Ratio | (3.18) | |||
Maximum Drawdown | 9.78 | |||
Value At Risk | (1.35) | |||
Potential Upside | 1.87 | |||
Downside Variance | 0.8107 | |||
Semi Variance | 0.2968 | |||
Expected Short fall | (0.98) | |||
Skewness | 2.74 | |||
Kurtosis | 14.86 |