Riverpark/wedgewood Risk Adjusted Performance
RWGFX Fund | USD 5.48 0.02 0.37% |
Riverpark/wedgewood |
| = | 0.1805 |
ER[a] | = | Expected return on investing in Riverpark/wedgewood |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Riverpark/wedgewood Risk Adjusted Performance Peers Comparison
Riverpark/wedgewood Risk Adjusted Performance Relative To Other Indicators
Riverparkwedgewood Fund Retail is rated top fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 19.96 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Riverparkwedgewood Fund Retail is roughly 19.96
Risk Adjusted Performance |
Compare Riverpark/wedgewood to Peers |
Thematic Opportunities
Explore Investment Opportunities
Riverpark/wedgewood Technical Signals
All Riverpark/wedgewood 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 | 0.1805 | |||
Market Risk Adjusted Performance | 0.2168 | |||
Mean Deviation | 0.5307 | |||
Semi Deviation | 0.5472 | |||
Downside Deviation | 0.7735 | |||
Coefficient Of Variation | 422.44 | |||
Standard Deviation | 0.7276 | |||
Variance | 0.5295 | |||
Information Ratio | 0.0476 | |||
Jensen Alpha | 0.0621 | |||
Total Risk Alpha | 0.0408 | |||
Sortino Ratio | 0.0448 | |||
Treynor Ratio | 0.2068 | |||
Maximum Drawdown | 3.6 | |||
Value At Risk | (1.15) | |||
Potential Upside | 1.3 | |||
Downside Variance | 0.5982 | |||
Semi Variance | 0.2995 | |||
Expected Short fall | (0.61) | |||
Skewness | 0.1317 | |||
Kurtosis | 1.22 |