Ecofin Sustainable Risk Adjusted Performance
TEAF Fund | USD 12.66 0.08 0.64% |
Ecofin |
| = | 0.113 |
ER[a] | = | Expected return on investing in Ecofin Sustainable |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Ecofin Sustainable Risk Adjusted Performance Peers Comparison
Ecofin Risk Adjusted Performance Relative To Other Indicators
Ecofin Sustainable And is rated second largest fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 31.15 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Ecofin Sustainable And is roughly 31.15
Risk Adjusted Performance |
Compare Ecofin Sustainable to Peers |
Thematic Opportunities
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Ecofin Sustainable Technical Signals
All Ecofin Sustainable 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 | 0.113 | |||
Market Risk Adjusted Performance | 0.5832 | |||
Mean Deviation | 0.4323 | |||
Semi Deviation | 0.4825 | |||
Downside Deviation | 0.6701 | |||
Coefficient Of Variation | 661.46 | |||
Standard Deviation | 0.6075 | |||
Variance | 0.3691 | |||
Information Ratio | (0.08) | |||
Jensen Alpha | 0.0636 | |||
Total Risk Alpha | (0.02) | |||
Sortino Ratio | (0.07) | |||
Treynor Ratio | 0.5732 | |||
Maximum Drawdown | 3.52 | |||
Value At Risk | (1.03) | |||
Potential Upside | 1.12 | |||
Downside Variance | 0.449 | |||
Semi Variance | 0.2329 | |||
Expected Short fall | (0.48) | |||
Skewness | (0.49) | |||
Kurtosis | 1.89 |