Deutsche Munications Risk Adjusted Performance

FLICX Fund

USD 39.73 0.04 0.10%

Deutsche Munications risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Deutsche Munications Fund 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

Deutsche Munications Fund has current Risk Adjusted Performance of 0.1615.

RAP

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

RFR

0.1615

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

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Deutsche Munications Risk Adjusted Performance Peers Comparison

Deutsche Risk Adjusted Performance Relative To Other Indicators

Deutsche Munications Fund is one of the top funds in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 32.45 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Deutsche Munications Fund is roughly 32.45

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Deutsche Munications Technical Signals

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	Risk Adjusted Performance	0.1615
	Market Risk Adjusted Performance	4.74
	Mean Deviation	0.6916
	Semi Deviation	0.7206
	Downside Deviation	0.9898
	Coefficient Of Variation	495.09
	Standard Deviation	0.9346
	Variance	0.8734
	Information Ratio	0.1675
	Jensen Alpha	0.1779
	Total Risk Alpha	0.1526
	Sortino Ratio	0.1582
	Treynor Ratio	4.73
	Maximum Drawdown	5.24
	Value At Risk	(1.44)
	Potential Upside	1.69
	Downside Variance	0.9798
	Semi Variance	0.5193
	Expected Short fall	(0.77)
	Skewness	(0.51)
	Kurtosis	1.62

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