Clarkston Founders Risk Adjusted Performance

CIMDX Fund

USD 16.75 0.06 0.36%

Clarkston Founders risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Clarkston Founders Fund or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening tools

Clarkston Founders Fund has current Risk Adjusted Performance of 0.1018.

RAP

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

RFR

0.1018

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

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Clarkston Founders Risk Adjusted Performance Peers Comparison

Clarkston Risk Adjusted Performance Relative To Other Indicators

Clarkston Founders Fund is third largest fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 23.60 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Clarkston Founders Fund is roughly 23.60

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Clarkston Founders Technical Signals

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	Risk Adjusted Performance	0.1018
	Market Risk Adjusted Performance	0.1976
	Mean Deviation	0.482
	Semi Deviation	0.4296
	Downside Deviation	0.6166
	Coefficient Of Variation	732.24
	Standard Deviation	0.5979
	Variance	0.3575
	Information Ratio	(0.07)
	Jensen Alpha	0.0276
	Total Risk Alpha	(0.02)
	Sortino Ratio	(0.07)
	Treynor Ratio	0.1876
	Maximum Drawdown	2.4
	Value At Risk	(0.93)
	Potential Upside	1.0
	Downside Variance	0.3802
	Semi Variance	0.1846
	Expected Short fall	(0.56)
	Skewness	0.0499
	Kurtosis	(0.42)

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