Delaware Investments Risk Adjusted Performance
VFL Stock | USD 10.79 0.05 0.47% |
Delaware |
| = | 0.0565 |
ER[a] | = | Expected return on investing in Delaware Investments |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Delaware Investments Risk Adjusted Performance Peers Comparison
Delaware Risk Adjusted Performance Relative To Other Indicators
Delaware Investments Florida is rated third in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 69.03 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Delaware Investments Florida is roughly 69.03
Risk Adjusted Performance |
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Delaware Investments Technical Signals
All Delaware Investments Technical Indicators
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Risk Adjusted Performance | 0.0565 | |||
Market Risk Adjusted Performance | (0.35) | |||
Mean Deviation | 0.5581 | |||
Semi Deviation | 0.6649 | |||
Downside Deviation | 0.7572 | |||
Coefficient Of Variation | 1297.87 | |||
Standard Deviation | 0.7194 | |||
Variance | 0.5176 | |||
Information Ratio | 0.0721 | |||
Jensen Alpha | 0.0446 | |||
Total Risk Alpha | 0.0518 | |||
Sortino Ratio | 0.0685 | |||
Treynor Ratio | (0.36) | |||
Maximum Drawdown | 3.9 | |||
Value At Risk | (1.24) | |||
Potential Upside | 1.16 | |||
Downside Variance | 0.5733 | |||
Semi Variance | 0.4421 | |||
Expected Short fall | (0.60) | |||
Skewness | (0.14) | |||
Kurtosis | 0.6078 |