Broadview Opportunity Risk Adjusted Performance
BVAOX Fund | USD 13.14 0.08 0.61% |
Broadview |
| = | 0.2005 |
ER[a] | = | Expected return on investing in Broadview Opportunity |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Broadview Opportunity Risk Adjusted Performance Peers Comparison
Broadview Risk Adjusted Performance Relative To Other Indicators
Broadview Opportunity Fund is the top fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 27.57 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Broadview Opportunity Fund is roughly 27.57
Risk Adjusted Performance |
Compare Broadview Opportunity to Peers |
Thematic Opportunities
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Broadview Opportunity Technical Signals
All Broadview Opportunity Technical Indicators
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Overlap Studies | ||
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Statistic Functions | ||
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Volume Indicators |
Risk Adjusted Performance | 0.2005 | |||
Market Risk Adjusted Performance | 0.2527 | |||
Mean Deviation | 0.7306 | |||
Semi Deviation | 0.4377 | |||
Downside Deviation | 0.8361 | |||
Coefficient Of Variation | 374.35 | |||
Standard Deviation | 1.0 | |||
Variance | 1.0 | |||
Information Ratio | 0.1265 | |||
Jensen Alpha | 0.1187 | |||
Total Risk Alpha | 0.0807 | |||
Sortino Ratio | 0.1515 | |||
Treynor Ratio | 0.2427 | |||
Maximum Drawdown | 5.53 | |||
Value At Risk | (1.06) | |||
Potential Upside | 1.77 | |||
Downside Variance | 0.6991 | |||
Semi Variance | 0.1915 | |||
Expected Short fall | (0.87) | |||
Skewness | 1.12 | |||
Kurtosis | 3.71 |