International Equity Risk Adjusted Performance
MSQLX Fund | USD 10.43 0.07 0.67% |
International |
| = | 0.1036 |
ER[a] | = | Expected return on investing in International Equity |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
International Equity Risk Adjusted Performance Peers Comparison
International Risk Adjusted Performance Relative To Other Indicators
International Equity Portfolio 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 45.26 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for International Equity Portfolio is roughly 45.26
Risk Adjusted Performance |
Compare International Equity to Peers |
Thematic Opportunities
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International Equity Technical Signals
All International Equity Technical Indicators
Cycle Indicators | ||
Math Operators | ||
Math Transform | ||
Momentum Indicators | ||
Overlap Studies | ||
Pattern Recognition | ||
Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
Risk Adjusted Performance | 0.1036 | |||
Market Risk Adjusted Performance | 0.1734 | |||
Mean Deviation | 0.6833 | |||
Semi Deviation | 0.7673 | |||
Downside Deviation | 0.971 | |||
Coefficient Of Variation | 831.33 | |||
Standard Deviation | 0.8954 | |||
Variance | 0.8017 | |||
Information Ratio | 0.1692 | |||
Jensen Alpha | 0.1299 | |||
Total Risk Alpha | 0.1538 | |||
Sortino Ratio | 0.156 | |||
Treynor Ratio | 0.1634 | |||
Maximum Drawdown | 4.69 | |||
Value At Risk | (1.33) | |||
Potential Upside | 1.62 | |||
Downside Variance | 0.9428 | |||
Semi Variance | 0.5887 | |||
Expected Short fall | (0.75) | |||
Skewness | 0.0524 | |||
Kurtosis | 0.4725 |