Citizensselect Funds Risk Adjusted Performance

CEIXX Fund   1.00  0.00  0.00%   
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Citizensselect Funds has current Risk Adjusted Performance of 0.0441.

RAP

 = 

(ER[a] - RFR) * STD[b])/STD[b]

RFR

 = 
0.0441
ER[a] = Expected return on investing in Citizensselect Funds
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Citizensselect Funds Risk Adjusted Performance Peers Comparison

Citizensselect Risk Adjusted Performance Relative To Other Indicators

Citizensselect Funds is second largest fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about  22.90  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Citizensselect Funds is roughly  22.90 
Compare Citizensselect Funds to Peers

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