DoubleLine Shiller Risk Adjusted Performance
DCPE Etf | USD 29.83 0.08 0.27% |
DoubleLine |
| = | 0.0267 |
ER[a] | = | Expected return on investing in DoubleLine Shiller |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
DoubleLine Shiller Risk Adjusted Performance Peers Comparison
DoubleLine Risk Adjusted Performance Relative To Other Indicators
DoubleLine Shiller CAPE is rated # 4 ETF in risk adjusted performance as compared to similar ETFs. It is rated # 4 ETF in maximum drawdown as compared to similar ETFs reporting about 195.60 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for DoubleLine Shiller CAPE is roughly 195.60
Risk Adjusted Performance |
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DoubleLine Shiller Technical Signals
All DoubleLine Shiller Technical Indicators
Cycle Indicators | ||
Math Operators | ||
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Overlap Studies | ||
Pattern Recognition | ||
Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
Risk Adjusted Performance | 0.0267 | |||
Market Risk Adjusted Performance | 0.1002 | |||
Mean Deviation | 0.5615 | |||
Semi Deviation | 0.7738 | |||
Downside Deviation | 0.8176 | |||
Coefficient Of Variation | 2916.07 | |||
Standard Deviation | 0.7533 | |||
Variance | 0.5675 | |||
Information Ratio | (0) | |||
Jensen Alpha | 0.0128 | |||
Total Risk Alpha | (0.0007) | |||
Sortino Ratio | (0) | |||
Treynor Ratio | 0.0902 | |||
Maximum Drawdown | 5.22 | |||
Value At Risk | (1.00) | |||
Potential Upside | 0.9239 | |||
Downside Variance | 0.6685 | |||
Semi Variance | 0.5987 | |||
Expected Short fall | (0.57) | |||
Skewness | (0.47) | |||
Kurtosis | 3.07 |