Royce Special Risk Adjusted Performance

RYSEX Fund  USD 18.50  0.03  0.16%   
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Royce Special Equity has current Risk Adjusted Performance of 0.0765.

RAP

 = 

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

RFR

 = 
0.0765
ER[a] = Expected return on investing in Royce Special
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Royce Special Risk Adjusted Performance Peers Comparison

Royce Risk Adjusted Performance Relative To Other Indicators

Royce Special Equity is rated below average in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about  97.68  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Royce Special Equity is roughly  97.68 
Compare Royce Special to Peers

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