Oppenheimer Steelpath Risk Adjusted Performance
MLPLX Fund | USD 6.50 0.18 2.85% |
Oppenheimer |
| = | 0.0389 |
ER[a] | = | Expected return on investing in Oppenheimer Steelpath |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Oppenheimer Steelpath Risk Adjusted Performance Peers Comparison
Oppenheimer Risk Adjusted Performance Relative To Other Indicators
Oppenheimer Steelpath Mlp is rated below average in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 164.39 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Oppenheimer Steelpath Mlp is roughly 164.39
Risk Adjusted Performance |
Compare Oppenheimer Steelpath to Peers |
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Oppenheimer Steelpath Technical Signals
All Oppenheimer Steelpath Technical Indicators
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Volume Indicators |
Risk Adjusted Performance | 0.0389 | |||
Market Risk Adjusted Performance | 0.0958 | |||
Mean Deviation | 1.18 | |||
Semi Deviation | 1.58 | |||
Downside Deviation | 1.69 | |||
Coefficient Of Variation | 2174.09 | |||
Standard Deviation | 1.47 | |||
Variance | 2.17 | |||
Information Ratio | 0.0548 | |||
Jensen Alpha | 0.0732 | |||
Total Risk Alpha | 0.1037 | |||
Sortino Ratio | 0.0477 | |||
Treynor Ratio | 0.0858 | |||
Maximum Drawdown | 6.39 | |||
Value At Risk | (2.57) | |||
Potential Upside | 1.98 | |||
Downside Variance | 2.87 | |||
Semi Variance | 2.5 | |||
Expected Short fall | (1.15) | |||
Skewness | (0.44) | |||
Kurtosis | (0.21) |