Blackrock Pennsylvania Risk Adjusted Performance
MKPYX Fund | USD 10.08 0.02 0.20% |
Blackrock |
| = | 0.0297 |
ER[a] | = | Expected return on investing in Blackrock Pennsylvania |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Blackrock Pennsylvania Risk Adjusted Performance Peers Comparison
Blackrock Risk Adjusted Performance Relative To Other Indicators
Blackrock Pennsylvania Municipal is regarded fifth largest fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 64.85 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Blackrock Pennsylvania Municipal is roughly 64.85
Risk Adjusted Performance |
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Thematic Opportunities
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Blackrock Pennsylvania Technical Signals
All Blackrock Pennsylvania Technical Indicators
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Statistic Functions | ||
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Volume Indicators |
Risk Adjusted Performance | 0.0297 | |||
Market Risk Adjusted Performance | 0.144 | |||
Mean Deviation | 0.1936 | |||
Semi Deviation | 0.258 | |||
Downside Deviation | 0.4247 | |||
Coefficient Of Variation | 1700.94 | |||
Standard Deviation | 0.3171 | |||
Variance | 0.1006 | |||
Information Ratio | (0.33) | |||
Jensen Alpha | 0.0013 | |||
Total Risk Alpha | (0.04) | |||
Sortino Ratio | (0.25) | |||
Treynor Ratio | 0.134 | |||
Maximum Drawdown | 1.93 | |||
Value At Risk | (0.40) | |||
Potential Upside | 0.5081 | |||
Downside Variance | 0.1804 | |||
Semi Variance | 0.0666 | |||
Expected Short fall | (0.27) | |||
Skewness | (0.76) | |||
Kurtosis | 4.76 |