Growth Allocation Risk Adjusted Performance
GCOZX Fund | USD 13.35 0.07 0.52% |
Growth |
| = | 0.0631 |
ER[a] | = | Expected return on investing in Growth Allocation |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Growth Allocation Risk Adjusted Performance Peers Comparison
Growth Risk Adjusted Performance Relative To Other Indicators
Growth Allocation Fund is rated # 4 fund in risk adjusted performance among similar funds. It is rated below average in maximum drawdown among similar funds reporting about 38.67 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Growth Allocation Fund is roughly 38.67
Risk Adjusted Performance |
Compare Growth Allocation to Peers |
Thematic Opportunities
Explore Investment Opportunities
Growth Allocation Technical Signals
All Growth Allocation 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 | 0.0631 | |||
Market Risk Adjusted Performance | 0.0814 | |||
Mean Deviation | 0.3751 | |||
Semi Deviation | 0.3701 | |||
Downside Deviation | 0.4717 | |||
Coefficient Of Variation | 1061.91 | |||
Standard Deviation | 0.4766 | |||
Variance | 0.2271 | |||
Information Ratio | (0.12) | |||
Jensen Alpha | (0.01) | |||
Total Risk Alpha | (0.02) | |||
Sortino Ratio | (0.12) | |||
Treynor Ratio | 0.0714 | |||
Maximum Drawdown | 2.44 | |||
Value At Risk | (0.75) | |||
Potential Upside | 0.907 | |||
Downside Variance | 0.2225 | |||
Semi Variance | 0.137 | |||
Expected Short fall | (0.44) | |||
Skewness | 0.0598 | |||
Kurtosis | 0.0679 |