Diversified Real Risk Adjusted Performance
PGDRX Fund | USD 11.34 0.05 0.44% |
Diversified |
| = | 0.0104 |
ER[a] | = | Expected return on investing in Diversified Real |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Diversified Real Risk Adjusted Performance Peers Comparison
Diversified Risk Adjusted Performance Relative To Other Indicators
Diversified Real Asset is rated below average in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 184.07 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Diversified Real Asset is roughly 184.07
Risk Adjusted Performance |
Compare Diversified Real to Peers |
Thematic Opportunities
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Diversified Real Technical Signals
All Diversified Real 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 | 0.0104 | |||
Market Risk Adjusted Performance | 0.0117 | |||
Mean Deviation | 0.3458 | |||
Semi Deviation | 0.3865 | |||
Downside Deviation | 0.4517 | |||
Coefficient Of Variation | 4286.1 | |||
Standard Deviation | 0.4385 | |||
Variance | 0.1923 | |||
Information Ratio | (0.23) | |||
Jensen Alpha | (0.01) | |||
Total Risk Alpha | (0.06) | |||
Sortino Ratio | (0.22) | |||
Treynor Ratio | 0.0017 | |||
Maximum Drawdown | 1.91 | |||
Value At Risk | (0.69) | |||
Potential Upside | 0.784 | |||
Downside Variance | 0.204 | |||
Semi Variance | 0.1494 | |||
Expected Short fall | (0.42) | |||
Skewness | (0.01) | |||
Kurtosis | (0.37) |