Nuveen California Risk Adjusted Performance
NKX Fund | USD 12.63 0.07 0.55% |
Nuveen |
| = | 0.071 |
ER[a] | = | Expected return on investing in Nuveen California |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Nuveen California Risk Adjusted Performance Peers Comparison
Nuveen Risk Adjusted Performance Relative To Other Indicators
Nuveen California Amt is number one fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 57.28 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Nuveen California Amt is roughly 57.28
Risk Adjusted Performance |
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Nuveen California Technical Signals
All Nuveen California Technical Indicators
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Statistic Functions | ||
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Volume Indicators |
Risk Adjusted Performance | 0.071 | |||
Market Risk Adjusted Performance | 0.2844 | |||
Mean Deviation | 0.5884 | |||
Semi Deviation | 0.7096 | |||
Downside Deviation | 0.7982 | |||
Coefficient Of Variation | 1204.15 | |||
Standard Deviation | 0.8391 | |||
Variance | 0.7041 | |||
Information Ratio | 0.1353 | |||
Jensen Alpha | 0.0714 | |||
Total Risk Alpha | 0.1123 | |||
Sortino Ratio | 0.1422 | |||
Treynor Ratio | 0.2744 | |||
Maximum Drawdown | 4.07 | |||
Value At Risk | (1.26) | |||
Potential Upside | 1.45 | |||
Downside Variance | 0.6371 | |||
Semi Variance | 0.5035 | |||
Expected Short fall | (0.64) | |||
Skewness | 0.4957 | |||
Kurtosis | 2.06 |