RiverNorth Specialty Risk Adjusted Performance
RSF Etf | USD 15.19 0.04 0.26% |
RiverNorth |
| = | 0.0636 |
ER[a] | = | Expected return on investing in RiverNorth Specialty |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
RiverNorth Specialty Risk Adjusted Performance Peers Comparison
RiverNorth Risk Adjusted Performance Relative To Other Indicators
RiverNorth Specialty Finance is rated second largest ETF in risk adjusted performance as compared to similar ETFs. It is currently under evaluation in maximum drawdown as compared to similar ETFs reporting about 45.43 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for RiverNorth Specialty Finance is roughly 45.43
Risk Adjusted Performance |
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RiverNorth Specialty Technical Signals
All RiverNorth Specialty Technical Indicators
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Statistic Functions | ||
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Risk Adjusted Performance | 0.0636 | |||
Market Risk Adjusted Performance | 0.2264 | |||
Mean Deviation | 0.3589 | |||
Semi Deviation | 0.3349 | |||
Downside Deviation | 0.4161 | |||
Coefficient Of Variation | 1206.77 | |||
Standard Deviation | 0.4899 | |||
Variance | 0.24 | |||
Information Ratio | 0.1723 | |||
Jensen Alpha | 0.0382 | |||
Total Risk Alpha | 0.0613 | |||
Sortino Ratio | 0.2028 | |||
Treynor Ratio | 0.2164 | |||
Maximum Drawdown | 2.89 | |||
Value At Risk | (0.72) | |||
Potential Upside | 0.9511 | |||
Downside Variance | 0.1731 | |||
Semi Variance | 0.1122 | |||
Expected Short fall | (0.45) | |||
Skewness | 0.6445 | |||
Kurtosis | 1.68 |