| AGCAX Fund | | | USD 9.76 0.00 0.00% |
The Arbitrage risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for The Arbitrage Credit or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also
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The Arbitrage Credit has current Risk Adjusted Performance of 0.0585.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.0585 | |
The Arbitrage Risk Adjusted Performance Peers Comparison
The Risk Adjusted Performance Relative To Other Indicators
The Arbitrage Credit is
second largest fund in risk adjusted performance among similar funds. It is
fifth largest fund in maximum drawdown among similar funds reporting about
8.81 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for The Arbitrage Credit is roughly
8.81
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