Brandes International Risk Adjusted Performance
BINCX Fund | USD 15.72 0.02 0.13% |
Brandes |
| = | 0.1071 |
ER[a] | = | Expected return on investing in Brandes International |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Brandes International Risk Adjusted Performance Peers Comparison
Brandes Risk Adjusted Performance Relative To Other Indicators
Brandes International Small is the top fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 32.36 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Brandes International Small is roughly 32.36
Risk Adjusted Performance |
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Thematic Opportunities
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Brandes International Technical Signals
All Brandes International Technical Indicators
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Statistic Functions | ||
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Volume Indicators |
Risk Adjusted Performance | 0.1071 | |||
Market Risk Adjusted Performance | 0.183 | |||
Mean Deviation | 0.4501 | |||
Semi Deviation | 0.5386 | |||
Downside Deviation | 0.9282 | |||
Coefficient Of Variation | 577.8 | |||
Standard Deviation | 0.6287 | |||
Variance | 0.3953 | |||
Information Ratio | 0.064 | |||
Jensen Alpha | 0.0654 | |||
Total Risk Alpha | 0.0392 | |||
Sortino Ratio | 0.0433 | |||
Treynor Ratio | 0.173 | |||
Maximum Drawdown | 3.47 | |||
Value At Risk | (1.09) | |||
Potential Upside | 0.9576 | |||
Downside Variance | 0.8616 | |||
Semi Variance | 0.29 | |||
Expected Short fall | (0.50) | |||
Skewness | (0.57) | |||
Kurtosis | 1.1 |