FF South Risk Adjusted Performance

IPGS Fund  EUR 33.89  0.62  1.80%   
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FF South has current Risk Adjusted Performance of 0.0979.

RAP

 = 

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

RFR

 = 
0.0979
ER[a] = Expected return on investing in FF South
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

FF South Risk Adjusted Performance Peers Comparison

IPGS Risk Adjusted Performance Relative To Other Indicators

FF South is rated below average in risk adjusted performance among similar funds. It is rated second overall fund in maximum drawdown among similar funds reporting about  63.37  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for FF South is roughly  63.37 
Compare FF South to Peers

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