Destinations Large Risk Adjusted Performance
DLCZX Fund | USD 13.73 0.08 0.58% |
Destinations |
| = | 0.1761 |
ER[a] | = | Expected return on investing in Destinations Large |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Destinations Large Risk Adjusted Performance Peers Comparison
Destinations Risk Adjusted Performance Relative To Other Indicators
Destinations Large Cap is rated # 4 fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 24.77 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Destinations Large Cap is roughly 24.77
Risk Adjusted Performance |
Compare Destinations Large to Peers |
Thematic Opportunities
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Destinations Large Technical Signals
All Destinations Large Technical Indicators
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Risk Adjusted Performance | 0.1761 | |||
Market Risk Adjusted Performance | 1.97 | |||
Mean Deviation | 0.4962 | |||
Semi Deviation | 0.3595 | |||
Downside Deviation | 0.6412 | |||
Coefficient Of Variation | 411.3 | |||
Standard Deviation | 0.6914 | |||
Variance | 0.4781 | |||
Information Ratio | 0.0814 | |||
Jensen Alpha | 0.1499 | |||
Total Risk Alpha | 0.0612 | |||
Sortino Ratio | 0.0878 | |||
Treynor Ratio | 1.96 | |||
Maximum Drawdown | 4.36 | |||
Value At Risk | (0.91) | |||
Potential Upside | 1.05 | |||
Downside Variance | 0.4112 | |||
Semi Variance | 0.1293 | |||
Expected Short fall | (0.61) | |||
Skewness | 0.46 | |||
Kurtosis | 2.98 |