Pioneer Disciplined Risk Adjusted Performance

CVCFX Fund

USD 15.14 0.08 0.53%

Pioneer Disciplined risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Pioneer Disciplined Value 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

Pioneer Disciplined Value has current Risk Adjusted Performance of 0.0522.

RAP

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

RFR

0.0522

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

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Pioneer Disciplined Risk Adjusted Performance Peers Comparison

Pioneer Risk Adjusted Performance Relative To Other Indicators

Pioneer Disciplined Value is rated below average in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 98.02 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Pioneer Disciplined Value is roughly 98.02

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Pioneer Disciplined Technical Signals

All Pioneer Disciplined Technical Indicators

	Cycle Indicators
	Math Operators
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	Momentum Indicators
	Overlap Studies
	Pattern Recognition
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	Statistic Functions
	Volatility Indicators
	Volume Indicators

	Risk Adjusted Performance	0.0522
	Market Risk Adjusted Performance	0.0645
	Mean Deviation	0.5171
	Semi Deviation	0.5674
	Downside Deviation	0.6421
	Coefficient Of Variation	1379.32
	Standard Deviation	0.7074
	Variance	0.5004
	Information Ratio	(0.10)
	Jensen Alpha	(0.05)
	Total Risk Alpha	(0.07)
	Sortino Ratio	(0.11)
	Treynor Ratio	0.0545
	Maximum Drawdown	5.12
	Value At Risk	(0.79)
	Potential Upside	0.998
	Downside Variance	0.4123
	Semi Variance	0.322
	Expected Short fall	(0.58)
	Skewness	0.5695
	Kurtosis	3.79

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