Fundamental Global Risk Adjusted Performance
FGFPP Preferred Stock | USD 15.45 0.45 3.00% |
Fundamental |
| = | 0.0355 |
ER[a] | = | Expected return on investing in Fundamental Global |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Fundamental Global Risk Adjusted Performance Peers Comparison
Fundamental Risk Adjusted Performance Relative To Other Indicators
Fundamental Global is rated below average in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 483.03 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Fundamental Global is roughly 483.03
Risk Adjusted Performance |
Compare Fundamental Global to Peers |
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Fundamental Global Technical Signals
All Fundamental Global Technical Indicators
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Price Transform | ||
Statistic Functions | ||
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Volume Indicators |
Risk Adjusted Performance | 0.0355 | |||
Market Risk Adjusted Performance | (0.44) | |||
Mean Deviation | 2.17 | |||
Semi Deviation | 2.46 | |||
Downside Deviation | 2.7 | |||
Coefficient Of Variation | 2888.74 | |||
Standard Deviation | 3.18 | |||
Variance | 10.09 | |||
Information Ratio | 0.0276 | |||
Jensen Alpha | 0.1027 | |||
Total Risk Alpha | 0.0517 | |||
Sortino Ratio | 0.0325 | |||
Treynor Ratio | (0.45) | |||
Maximum Drawdown | 17.15 | |||
Value At Risk | (4.73) | |||
Potential Upside | 6.33 | |||
Downside Variance | 7.26 | |||
Semi Variance | 6.06 | |||
Expected Short fall | (2.87) | |||
Skewness | 0.8041 | |||
Kurtosis | 1.89 |