Ellington Income Risk Adjusted Performance

EIOMX Fund  USD 8.62  0.01  0.12%   
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Ellington Income Opportunities has current Risk Adjusted Performance of (0.07).

RAP

 = 

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

RFR

 = 
(0.07)
ER[a] = Expected return on investing in Ellington Income
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Ellington Income Risk Adjusted Performance Peers Comparison

Ellington Risk Adjusted Performance Relative To Other Indicators

Ellington Income Opportunities is rated below average in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds .
Compare Ellington Income to Peers

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