Neuberger Berman Risk Adjusted Performance
NLSAX Fund | USD 18.90 0.11 0.59% |
Neuberger |
| = | 0.0826 |
ER[a] | = | Expected return on investing in Neuberger Berman |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Neuberger Berman Risk Adjusted Performance Peers Comparison
Neuberger Risk Adjusted Performance Relative To Other Indicators
Neuberger Berman Long is number one fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 20.82 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Neuberger Berman Long is roughly 20.82
Risk Adjusted Performance |
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Neuberger Berman Technical Signals
All Neuberger Berman Technical Indicators
Cycle Indicators | ||
Math Operators | ||
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Statistic Functions | ||
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Volume Indicators |
Risk Adjusted Performance | 0.0826 | |||
Market Risk Adjusted Performance | 0.1625 | |||
Mean Deviation | 0.2545 | |||
Semi Deviation | 0.2674 | |||
Downside Deviation | 0.3726 | |||
Coefficient Of Variation | 772.28 | |||
Standard Deviation | 0.3242 | |||
Variance | 0.1051 | |||
Information Ratio | 0.1695 | |||
Jensen Alpha | 0.0368 | |||
Total Risk Alpha | 0.0421 | |||
Sortino Ratio | 0.1475 | |||
Treynor Ratio | 0.1525 | |||
Maximum Drawdown | 1.72 | |||
Value At Risk | (0.43) | |||
Potential Upside | 0.5359 | |||
Downside Variance | 0.1388 | |||
Semi Variance | 0.0715 | |||
Expected Short fall | (0.28) | |||
Skewness | (0.74) | |||
Kurtosis | 1.35 |