Plumb Balanced Risk Adjusted Performance
PLIBX Fund | USD 40.82 0.38 0.92% |
Plumb |
| = | 0.1041 |
ER[a] | = | Expected return on investing in Plumb Balanced |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Plumb Balanced Risk Adjusted Performance Peers Comparison
Plumb Risk Adjusted Performance Relative To Other Indicators
Plumb Balanced is rated top fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 30.99 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Plumb Balanced is roughly 30.99
Risk Adjusted Performance |
Compare Plumb Balanced to Peers |
Thematic Opportunities
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Plumb Balanced Technical Signals
All Plumb Balanced Technical Indicators
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Statistic Functions | ||
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Volume Indicators |
Risk Adjusted Performance | 0.1041 | |||
Market Risk Adjusted Performance | 0.1323 | |||
Mean Deviation | 0.435 | |||
Semi Deviation | 0.422 | |||
Downside Deviation | 0.5508 | |||
Coefficient Of Variation | 681.06 | |||
Standard Deviation | 0.5778 | |||
Variance | 0.3338 | |||
Information Ratio | (0.05) | |||
Jensen Alpha | 0.0126 | |||
Total Risk Alpha | (0.01) | |||
Sortino Ratio | (0.05) | |||
Treynor Ratio | 0.1223 | |||
Maximum Drawdown | 3.23 | |||
Value At Risk | (0.90) | |||
Potential Upside | 0.9608 | |||
Downside Variance | 0.3033 | |||
Semi Variance | 0.1781 | |||
Expected Short fall | (0.48) | |||
Skewness | 0.1033 | |||
Kurtosis | 1.31 |