American Balanced Risk Adjusted Performance

AMBFX Fund

USD 32.75 0.04 0.12%

American Balanced risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for American Balanced Fund 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

American Balanced Fund has current Risk Adjusted Performance of 0.0502.

RAP

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

RFR

0.0502

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

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American Balanced Risk Adjusted Performance Peers Comparison

American Risk Adjusted Performance Relative To Other Indicators

American Balanced Fund is second largest fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 46.04 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for American Balanced Fund is roughly 46.04

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American Balanced Technical Signals

All American Balanced Technical Indicators

	Cycle Indicators
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	Risk Adjusted Performance	0.0502
	Market Risk Adjusted Performance	0.0543
	Mean Deviation	0.4093
	Semi Deviation	0.4395
	Downside Deviation	0.5282
	Coefficient Of Variation	1208.8
	Standard Deviation	0.527
	Variance	0.2777
	Information Ratio	(0.02)
	Jensen Alpha	(0.0009)
	Total Risk Alpha	(0)
	Sortino Ratio	(0.02)
	Treynor Ratio	0.0443
	Maximum Drawdown	2.31
	Value At Risk	(0.88)
	Potential Upside	0.9666
	Downside Variance	0.279
	Semi Variance	0.1931
	Expected Short fall	(0.45)
	Skewness	(0.08)
	Kurtosis	(0.01)

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