PhenixFIN 525 Risk Adjusted Performance
PFXNZ Stock | USD 22.82 0.03 0.13% |
PhenixFIN |
| = | 0.0973 |
ER[a] | = | Expected return on investing in PhenixFIN 525 |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
PhenixFIN 525 Risk Adjusted Performance Peers Comparison
PhenixFIN Risk Adjusted Performance Relative To Other Indicators
PhenixFIN 525 is regarded second in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 40.37 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for PhenixFIN 525 is roughly 40.37
Risk Adjusted Performance |
Compare PhenixFIN 525 to Peers |
Thematic Opportunities
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PhenixFIN 525 Technical Signals
All PhenixFIN 525 Technical Indicators
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Math Operators | ||
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Overlap Studies | ||
Pattern Recognition | ||
Price Transform | ||
Statistic Functions | ||
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Volume Indicators |
Risk Adjusted Performance | 0.0973 | |||
Market Risk Adjusted Performance | 0.5638 | |||
Mean Deviation | 0.3247 | |||
Semi Deviation | 0.299 | |||
Downside Deviation | 0.5624 | |||
Coefficient Of Variation | 772.85 | |||
Standard Deviation | 0.519 | |||
Variance | 0.2694 | |||
Information Ratio | 0.0655 | |||
Jensen Alpha | 0.0548 | |||
Total Risk Alpha | 0.042 | |||
Sortino Ratio | 0.0604 | |||
Treynor Ratio | 0.5538 | |||
Maximum Drawdown | 3.93 | |||
Value At Risk | (0.87) | |||
Potential Upside | 0.7766 | |||
Downside Variance | 0.3163 | |||
Semi Variance | 0.0894 | |||
Expected Short fall | (0.46) | |||
Skewness | 0.7399 | |||
Kurtosis | 6.05 |