Principal Lifetime Risk Adjusted Performance
PHJBX Fund | USD 17.26 0.02 0.12% |
Principal |
| = | 0.092 |
ER[a] | = | Expected return on investing in Principal Lifetime |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Principal Lifetime Risk Adjusted Performance Peers Comparison
Principal Risk Adjusted Performance Relative To Other Indicators
Principal Lifetime Hybrid is regarded third largest fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 35.23 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Principal Lifetime Hybrid is roughly 35.23
Risk Adjusted Performance |
Compare Principal Lifetime to Peers |
Thematic Opportunities
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Principal Lifetime Technical Signals
All Principal Lifetime 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 | 0.092 | |||
Market Risk Adjusted Performance | 0.112 | |||
Mean Deviation | 0.4561 | |||
Semi Deviation | 0.4247 | |||
Downside Deviation | 0.5616 | |||
Coefficient Of Variation | 769.71 | |||
Standard Deviation | 0.5955 | |||
Variance | 0.3546 | |||
Information Ratio | (0.04) | |||
Jensen Alpha | 0.0079 | |||
Total Risk Alpha | (0.01) | |||
Sortino Ratio | (0.04) | |||
Treynor Ratio | 0.102 | |||
Maximum Drawdown | 3.24 | |||
Value At Risk | (0.83) | |||
Potential Upside | 0.9518 | |||
Downside Variance | 0.3153 | |||
Semi Variance | 0.1804 | |||
Expected Short fall | (0.52) | |||
Skewness | 0.2309 | |||
Kurtosis | 0.8798 |