Pioneer Disciplined Risk Adjusted Performance

CVCFX Fund

USD 13.91 0.09 0.64%

Pioneer Disciplined risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Pioneer Disciplined Value 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

Pioneer Disciplined Value has current Risk Adjusted Performance of 0.0495.

RAP

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

RFR

0.0495

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

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Pioneer Disciplined Risk Adjusted Performance Peers Comparison

Pioneer Risk Adjusted Performance Relative To Other Indicators

Pioneer Disciplined Value is rated below average in risk adjusted performance among similar funds. It is rated below average in maximum drawdown among similar funds reporting about 76.36 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Pioneer Disciplined Value is roughly 76.36

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Pioneer Disciplined Technical Signals

All Pioneer Disciplined 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	0.0495
	Market Risk Adjusted Performance	0.5573
	Mean Deviation	0.4821
	Semi Deviation	0.712
	Downside Deviation	0.8254
	Coefficient Of Variation	1270.59
	Standard Deviation	0.6451
	Variance	0.4161
	Information Ratio	(0.04)
	Jensen Alpha	0.0359
	Total Risk Alpha	(0.03)
	Sortino Ratio	(0.03)
	Treynor Ratio	0.5473
	Maximum Drawdown	3.78
	Value At Risk	(1.29)
	Potential Upside	0.8017
	Downside Variance	0.6812
	Semi Variance	0.507
	Expected Short fall	(0.48)
	Skewness	(1.01)
	Kurtosis	1.9

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