Lsv Global Risk Adjusted Performance

LSVFX Fund  USD 11.85  0.05  0.42%   
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Lsv Global Managed has current Risk Adjusted Performance of 0.0558.

RAP

 = 

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

RFR

 = 
0.0558
ER[a] = Expected return on investing in Lsv Global
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Lsv Global Risk Adjusted Performance Peers Comparison

Lsv Risk Adjusted Performance Relative To Other Indicators

Lsv Global Managed is rated below average in risk adjusted performance among similar funds. It is rated below average in maximum drawdown among similar funds reporting about  34.45  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Lsv Global Managed is roughly  34.45 
Compare Lsv Global to Peers

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