Hennessy Balanced Risk Adjusted Performance
HBFBX Fund | USD 12.22 0.05 0.41% |
Hennessy |
| = | 0.0292 |
ER[a] | = | Expected return on investing in Hennessy Balanced |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Hennessy Balanced Risk Adjusted Performance Peers Comparison
Hennessy Risk Adjusted Performance Relative To Other Indicators
Hennessy Balanced Fund is rated # 4 fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 59.45 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Hennessy Balanced Fund is roughly 59.45
Risk Adjusted Performance |
Compare Hennessy Balanced to Peers |
Thematic Opportunities
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Hennessy Balanced Technical Signals
All Hennessy Balanced Technical Indicators
Cycle Indicators | ||
Math Operators | ||
Math Transform | ||
Momentum Indicators | ||
Overlap Studies | ||
Pattern Recognition | ||
Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
Risk Adjusted Performance | 0.0292 | |||
Market Risk Adjusted Performance | 1.57 | |||
Mean Deviation | 0.2813 | |||
Semi Deviation | 0.3004 | |||
Downside Deviation | 0.3806 | |||
Coefficient Of Variation | 1880.14 | |||
Standard Deviation | 0.3555 | |||
Variance | 0.1264 | |||
Information Ratio | (0.30) | |||
Jensen Alpha | 0.0083 | |||
Total Risk Alpha | (0.04) | |||
Sortino Ratio | (0.28) | |||
Treynor Ratio | 1.56 | |||
Maximum Drawdown | 1.74 | |||
Value At Risk | (0.57) | |||
Potential Upside | 0.5804 | |||
Downside Variance | 0.1448 | |||
Semi Variance | 0.0903 | |||
Expected Short fall | (0.32) | |||
Skewness | (0.01) | |||
Kurtosis | (0.24) |