Alphacentric Hedged Risk Adjusted Performance
HMXIX Fund | USD 29.87 0.12 0.40% |
Alphacentric |
| = | 0.1754 |
ER[a] | = | Expected return on investing in Alphacentric Hedged |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Alphacentric Hedged Risk Adjusted Performance Peers Comparison
Alphacentric Risk Adjusted Performance Relative To Other Indicators
Alphacentric Hedged Market is rated # 4 fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 16.56 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Alphacentric Hedged Market is roughly 16.56
Risk Adjusted Performance |
Compare Alphacentric Hedged to Peers |
Thematic Opportunities
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Alphacentric Hedged Technical Signals
All Alphacentric Hedged Technical Indicators
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Statistic Functions | ||
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Risk Adjusted Performance | 0.1754 | |||
Market Risk Adjusted Performance | 8.53 | |||
Mean Deviation | 0.3625 | |||
Semi Deviation | 0.3047 | |||
Downside Deviation | 0.5567 | |||
Coefficient Of Variation | 407.09 | |||
Standard Deviation | 0.5088 | |||
Variance | 0.2589 | |||
Information Ratio | (0.04) | |||
Jensen Alpha | 0.1131 | |||
Total Risk Alpha | 0.0191 | |||
Sortino Ratio | (0.04) | |||
Treynor Ratio | 8.52 | |||
Maximum Drawdown | 2.9 | |||
Value At Risk | (0.69) | |||
Potential Upside | 0.6524 | |||
Downside Variance | 0.3099 | |||
Semi Variance | 0.0928 | |||
Expected Short fall | (0.40) | |||
Skewness | 0.0071 | |||
Kurtosis | 2.65 |