American Funds Risk Adjusted Performance
AAGTX Fund | USD 21.76 0.14 0.65% |
American |
| = | 0.1244 |
ER[a] | = | Expected return on investing in American Funds |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
American Funds Risk Adjusted Performance Peers Comparison
American Risk Adjusted Performance Relative To Other Indicators
American Funds 2040 is rated below average in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 21.77 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for American Funds 2040 is roughly 21.77
Risk Adjusted Performance |
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Thematic Opportunities
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American Funds Technical Signals
All American Funds Technical Indicators
Cycle Indicators | ||
Math Operators | ||
Math Transform | ||
Momentum Indicators | ||
Overlap Studies | ||
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Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
Risk Adjusted Performance | 0.1244 | |||
Market Risk Adjusted Performance | 0.9499 | |||
Mean Deviation | 0.3948 | |||
Semi Deviation | 0.3755 | |||
Downside Deviation | 0.5449 | |||
Coefficient Of Variation | 562.53 | |||
Standard Deviation | 0.5152 | |||
Variance | 0.2654 | |||
Information Ratio | (0.06) | |||
Jensen Alpha | 0.0716 | |||
Total Risk Alpha | (0.000065) | |||
Sortino Ratio | (0.06) | |||
Treynor Ratio | 0.9399 | |||
Maximum Drawdown | 2.71 | |||
Value At Risk | (0.79) | |||
Potential Upside | 0.8325 | |||
Downside Variance | 0.2969 | |||
Semi Variance | 0.141 | |||
Expected Short fall | (0.42) | |||
Skewness | (0.11) | |||
Kurtosis | 0.4696 |