Sterling Capital Risk Adjusted Performance
BIBTX Fund | USD 9.32 0.05 0.54% |
Sterling |
| = | 0.0531 |
ER[a] | = | Expected return on investing in Sterling Capital |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Sterling Capital Risk Adjusted Performance Peers Comparison
Sterling Risk Adjusted Performance Relative To Other Indicators
Sterling Capital Total is second largest fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 24.85 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Sterling Capital Total is roughly 24.85
Risk Adjusted Performance |
Compare Sterling Capital to Peers |
Thematic Opportunities
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Sterling Capital Technical Signals
All Sterling Capital 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 | 0.0531 | |||
Market Risk Adjusted Performance | (0.30) | |||
Mean Deviation | 0.2304 | |||
Semi Deviation | 0.1929 | |||
Downside Deviation | 0.2872 | |||
Coefficient Of Variation | 1164.61 | |||
Standard Deviation | 0.2925 | |||
Variance | 0.0855 | |||
Information Ratio | 0.1399 | |||
Jensen Alpha | 0.0139 | |||
Total Risk Alpha | 0.0242 | |||
Sortino Ratio | 0.1425 | |||
Treynor Ratio | (0.31) | |||
Maximum Drawdown | 1.32 | |||
Value At Risk | (0.44) | |||
Potential Upside | 0.5435 | |||
Downside Variance | 0.0825 | |||
Semi Variance | 0.0372 | |||
Expected Short fall | (0.27) | |||
Skewness | 0.3776 | |||
Kurtosis | (0.10) |