Nationwide Ziegler Risk Adjusted Performance

NWJCX Fund

USD 137.53 0.45 0.33%

Nationwide Ziegler risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Nationwide Ziegler Nyse or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening tools

Nationwide Ziegler Nyse has current Risk Adjusted Performance of 0.0993.

RAP

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

RFR

0.0993

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

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Nationwide Ziegler Risk Adjusted Performance Peers Comparison

Nationwide Risk Adjusted Performance Relative To Other Indicators

Nationwide Ziegler Nyse is number one fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 51.79 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Nationwide Ziegler Nyse is roughly 51.79

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Nationwide Ziegler Technical Signals

All Nationwide Ziegler Technical Indicators

	Cycle Indicators
	Math Operators
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	Momentum Indicators
	Overlap Studies
	Pattern Recognition
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	Statistic Functions
	Volatility Indicators
	Volume Indicators

	Risk Adjusted Performance	0.0993
	Market Risk Adjusted Performance	11.37
	Mean Deviation	0.6882
	Semi Deviation	0.8033
	Downside Deviation	0.9947
	Coefficient Of Variation	743.66
	Standard Deviation	0.9278
	Variance	0.8609
	Information Ratio	3.0E-4
	Jensen Alpha	0.1136
	Total Risk Alpha	(0.03)
	Sortino Ratio	3.0E-4
	Treynor Ratio	11.36
	Maximum Drawdown	5.14
	Value At Risk	(1.09)
	Potential Upside	1.63
	Downside Variance	0.9893
	Semi Variance	0.6454
	Expected Short fall	(0.73)
	Skewness	(0.32)
	Kurtosis	1.34

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