Madison Funds Risk Adjusted Performance
MADRX Fund | USD 29.99 0.02 0.07% |
Madison |
| = | 0.1109 |
ER[a] | = | Expected return on investing in Madison Funds |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Madison Funds Risk Adjusted Performance Peers Comparison
Madison Risk Adjusted Performance Relative To Other Indicators
Madison Funds is regarded second largest fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 27.54 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Madison Funds is roughly 27.54
Risk Adjusted Performance |
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Thematic Opportunities
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Madison Funds Technical Signals
All Madison Funds Technical Indicators
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Statistic Functions | ||
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Volume Indicators |
Risk Adjusted Performance | 0.1109 | |||
Market Risk Adjusted Performance | 0.134 | |||
Mean Deviation | 0.4592 | |||
Semi Deviation | 0.3443 | |||
Downside Deviation | 0.516 | |||
Coefficient Of Variation | 655.57 | |||
Standard Deviation | 0.5948 | |||
Variance | 0.3538 | |||
Information Ratio | (0.08) | |||
Jensen Alpha | (0) | |||
Total Risk Alpha | (0.02) | |||
Sortino Ratio | (0.09) | |||
Treynor Ratio | 0.124 | |||
Maximum Drawdown | 3.05 | |||
Value At Risk | (0.80) | |||
Potential Upside | 0.9428 | |||
Downside Variance | 0.2663 | |||
Semi Variance | 0.1185 | |||
Expected Short fall | (0.51) | |||
Skewness | 0.7263 | |||
Kurtosis | 1.37 |