Blackrock Advantage Risk Adjusted Performance
MKGCX Fund | USD 30.95 0.21 0.68% |
Blackrock |
| = | 0.095 |
ER[a] | = | Expected return on investing in Blackrock Advantage |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Blackrock Advantage Risk Adjusted Performance Peers Comparison
Blackrock Risk Adjusted Performance Relative To Other Indicators
Blackrock Advantage Global is regarded second largest fund in risk adjusted performance among similar funds. It is rated below average in maximum drawdown among similar funds reporting about 33.03 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Blackrock Advantage Global is roughly 33.03
Risk Adjusted Performance |
Compare Blackrock Advantage to Peers |
Thematic Opportunities
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Blackrock Advantage Technical Signals
All Blackrock Advantage Technical Indicators
Cycle Indicators | ||
Math Operators | ||
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Momentum Indicators | ||
Overlap Studies | ||
Pattern Recognition | ||
Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
Risk Adjusted Performance | 0.095 | |||
Market Risk Adjusted Performance | 0.1225 | |||
Mean Deviation | 0.5222 | |||
Semi Deviation | 0.6158 | |||
Downside Deviation | 0.7332 | |||
Coefficient Of Variation | 795.39 | |||
Standard Deviation | 0.6873 | |||
Variance | 0.4724 | |||
Information Ratio | (0.07) | |||
Jensen Alpha | (0.01) | |||
Total Risk Alpha | (0.04) | |||
Sortino Ratio | (0.07) | |||
Treynor Ratio | 0.1125 | |||
Maximum Drawdown | 3.14 | |||
Value At Risk | (1.08) | |||
Potential Upside | 1.07 | |||
Downside Variance | 0.5375 | |||
Semi Variance | 0.3792 | |||
Expected Short fall | (0.55) | |||
Skewness | (0.54) | |||
Kurtosis | 1.33 |