Guggenheim Large Risk Adjusted Performance
SECIX Fund | USD 50.92 0.33 0.64% |
Guggenheim |
| = | 0.0958 |
ER[a] | = | Expected return on investing in Guggenheim Large |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Guggenheim Large Risk Adjusted Performance Peers Comparison
Guggenheim Risk Adjusted Performance Relative To Other Indicators
Guggenheim Large Cap is rated second largest fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 34.53 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Guggenheim Large Cap is roughly 34.53
Risk Adjusted Performance |
Compare Guggenheim Large to Peers |
Thematic Opportunities
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Guggenheim Large Technical Signals
All Guggenheim Large Technical Indicators
Cycle Indicators | ||
Math Operators | ||
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Momentum Indicators | ||
Overlap Studies | ||
Pattern Recognition | ||
Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
Risk Adjusted Performance | 0.0958 | |||
Market Risk Adjusted Performance | 0.1062 | |||
Mean Deviation | 0.4933 | |||
Semi Deviation | 0.4053 | |||
Downside Deviation | 0.5378 | |||
Coefficient Of Variation | 782.88 | |||
Standard Deviation | 0.6557 | |||
Variance | 0.4299 | |||
Information Ratio | (0.05) | |||
Jensen Alpha | (0.01) | |||
Total Risk Alpha | (0.02) | |||
Sortino Ratio | (0.06) | |||
Treynor Ratio | 0.0962 | |||
Maximum Drawdown | 3.31 | |||
Value At Risk | (0.72) | |||
Potential Upside | 1.1 | |||
Downside Variance | 0.2892 | |||
Semi Variance | 0.1642 | |||
Expected Short fall | (0.62) | |||
Skewness | 0.7104 | |||
Kurtosis | 2.56 |