Jhancock Disciplined Risk Adjusted Performance
JDVNX Fund | USD 27.51 0.12 0.43% |
Jhancock |
| = | 0.1068 |
ER[a] | = | Expected return on investing in Jhancock Disciplined |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Jhancock Disciplined Risk Adjusted Performance Peers Comparison
Jhancock Risk Adjusted Performance Relative To Other Indicators
Jhancock Disciplined Value is currently considered the top fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 47.92 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Jhancock Disciplined Value is roughly 47.92
Risk Adjusted Performance |
Compare Jhancock Disciplined to Peers |
Thematic Opportunities
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Jhancock Disciplined Technical Signals
All Jhancock Disciplined Technical Indicators
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Price Transform | ||
Statistic Functions | ||
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Volume Indicators |
Risk Adjusted Performance | 0.1068 | |||
Market Risk Adjusted Performance | 0.1129 | |||
Mean Deviation | 0.5872 | |||
Semi Deviation | 0.5135 | |||
Downside Deviation | 0.6575 | |||
Coefficient Of Variation | 723.51 | |||
Standard Deviation | 0.8399 | |||
Variance | 0.7054 | |||
Information Ratio | (0.01) | |||
Jensen Alpha | (0.01) | |||
Total Risk Alpha | (0.02) | |||
Sortino Ratio | (0.01) | |||
Treynor Ratio | 0.1029 | |||
Maximum Drawdown | 5.12 | |||
Value At Risk | (0.99) | |||
Potential Upside | 1.19 | |||
Downside Variance | 0.4323 | |||
Semi Variance | 0.2637 | |||
Expected Short fall | (0.72) | |||
Skewness | 1.57 | |||
Kurtosis | 7.9 |