Weitz Balanced Risk Adjusted Performance
WBAIX Fund | USD 17.99 0.04 0.22% |
Weitz |
| = | 0.085 |
ER[a] | = | Expected return on investing in Weitz Balanced |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Weitz Balanced Risk Adjusted Performance Peers Comparison
Weitz Risk Adjusted Performance Relative To Other Indicators
Weitz Balanced is rated third in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 21.18 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Weitz Balanced is roughly 21.18
Risk Adjusted Performance |
Compare Weitz Balanced to Peers |
Thematic Opportunities
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Weitz Balanced Technical Signals
All Weitz Balanced Technical Indicators
Cycle Indicators | ||
Math Operators | ||
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Momentum Indicators | ||
Overlap Studies | ||
Pattern Recognition | ||
Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
Risk Adjusted Performance | 0.085 | |||
Market Risk Adjusted Performance | 0.1051 | |||
Mean Deviation | 0.2422 | |||
Semi Deviation | 0.1815 | |||
Downside Deviation | 0.3148 | |||
Coefficient Of Variation | 778.37 | |||
Standard Deviation | 0.3299 | |||
Variance | 0.1088 | |||
Information Ratio | (0.29) | |||
Jensen Alpha | (0.01) | |||
Total Risk Alpha | (0.02) | |||
Sortino Ratio | (0.30) | |||
Treynor Ratio | 0.0951 | |||
Maximum Drawdown | 1.8 | |||
Value At Risk | (0.45) | |||
Potential Upside | 0.678 | |||
Downside Variance | 0.0991 | |||
Semi Variance | 0.033 | |||
Expected Short fall | (0.28) | |||
Skewness | 0.7416 | |||
Kurtosis | 1.77 |