Clearbridge Dividend Risk Adjusted Performance
SOPAX Fund | USD 32.54 0.12 0.37% |
Clearbridge |
| = | 0.1128 |
ER[a] | = | Expected return on investing in Clearbridge Dividend |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Clearbridge Dividend Risk Adjusted Performance Peers Comparison
Clearbridge Risk Adjusted Performance Relative To Other Indicators
Clearbridge Dividend Strategy is rated top fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 33.28 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Clearbridge Dividend Strategy is roughly 33.28
Risk Adjusted Performance |
Compare Clearbridge Dividend to Peers |
Thematic Opportunities
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Clearbridge Dividend Technical Signals
All Clearbridge Dividend Technical Indicators
Cycle Indicators | ||
Math Operators | ||
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Overlap Studies | ||
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Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
Risk Adjusted Performance | 0.1128 | |||
Market Risk Adjusted Performance | 0.1273 | |||
Mean Deviation | 0.433 | |||
Semi Deviation | 0.3151 | |||
Downside Deviation | 0.5077 | |||
Coefficient Of Variation | 628.11 | |||
Standard Deviation | 0.5898 | |||
Variance | 0.3478 | |||
Information Ratio | (0.05) | |||
Jensen Alpha | 0.002 | |||
Total Risk Alpha | (0.01) | |||
Sortino Ratio | (0.06) | |||
Treynor Ratio | 0.1173 | |||
Maximum Drawdown | 3.75 | |||
Value At Risk | (0.82) | |||
Potential Upside | 0.8815 | |||
Downside Variance | 0.2578 | |||
Semi Variance | 0.0993 | |||
Expected Short fall | (0.51) | |||
Skewness | 0.9027 | |||
Kurtosis | 4.05 |