| GTLSX Fund | | | USD 14.71 0.01 0.07% |
Quantitative risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Quantitative Longshort Equity 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
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Quantitative Longshort Equity has current Risk Adjusted Performance of 0.1018.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.1018 | |
Quantitative Risk Adjusted Performance Peers Comparison
Quantitative Risk Adjusted Performance Relative To Other Indicators
Quantitative Longshort Equity is rated
below average in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
25.24 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Quantitative Longshort Equity is roughly
25.24
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