Leuthold E Risk Adjusted Performance

LCRIX Fund  USD 21.95  0.11  0.50%   
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Leuthold E Investment has current Risk Adjusted Performance of 0.044.

RAP

 = 

(ER[a] - RFR) * STD[b])/STD[b]

RFR

 = 
0.044
ER[a] = Expected return on investing in Leuthold E
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Leuthold E Risk Adjusted Performance Peers Comparison

Leuthold Risk Adjusted Performance Relative To Other Indicators

Leuthold E Investment is rated second overall fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about  56.54  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Leuthold E Investment is roughly  56.54 
Compare Leuthold E to Peers

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