Pioneer Disciplined Risk Adjusted Performance
CVRFX Fund | USD 14.71 0.18 1.24% |
Pioneer |
| = | 0.0152 |
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. |
Pioneer Disciplined Risk Adjusted Performance Peers Comparison
Pioneer Risk Adjusted Performance Relative To Other Indicators
Pioneer Disciplined Value is second largest fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 182.96 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Pioneer Disciplined Value is roughly 182.96
Risk Adjusted Performance |
Compare Pioneer Disciplined to Peers |
Thematic Opportunities
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Pioneer Disciplined Technical Signals
All Pioneer Disciplined 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 | 0.0152 | |||
Market Risk Adjusted Performance | 0.0187 | |||
Mean Deviation | 0.5409 | |||
Semi Deviation | 0.683 | |||
Downside Deviation | 0.7293 | |||
Coefficient Of Variation | 4729.17 | |||
Standard Deviation | 0.7088 | |||
Variance | 0.5024 | |||
Information Ratio | 0.0395 | |||
Jensen Alpha | 0.0182 | |||
Total Risk Alpha | 0.0271 | |||
Sortino Ratio | 0.0384 | |||
Treynor Ratio | 0.0087 | |||
Maximum Drawdown | 2.78 | |||
Value At Risk | (0.79) | |||
Potential Upside | 1.08 | |||
Downside Variance | 0.5318 | |||
Semi Variance | 0.4665 | |||
Expected Short fall | (0.62) | |||
Skewness | (0.62) | |||
Kurtosis | 2.05 |