Templeton Growth Risk Adjusted Performance
FTGQX Fund | USD 26.64 0.19 0.71% |
TEMPLETON |
| = | 0.0849 |
ER[a] | = | Expected return on investing in Templeton Growth |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Templeton Growth Risk Adjusted Performance Peers Comparison
TEMPLETON Risk Adjusted Performance Relative To Other Indicators
Templeton Growth Fund is one of the top funds in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 38.88 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Templeton Growth Fund is roughly 38.88
Risk Adjusted Performance |
Compare Templeton Growth to Peers |
Thematic Opportunities
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Templeton Growth Technical Signals
All Templeton Growth Technical Indicators
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Statistic Functions | ||
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Volume Indicators |
Risk Adjusted Performance | 0.0849 | |||
Market Risk Adjusted Performance | 0.3643 | |||
Mean Deviation | 0.5316 | |||
Semi Deviation | 0.5161 | |||
Downside Deviation | 0.6783 | |||
Coefficient Of Variation | 697.42 | |||
Standard Deviation | 0.6747 | |||
Variance | 0.4552 | |||
Information Ratio | 0.0722 | |||
Jensen Alpha | 0.0774 | |||
Total Risk Alpha | 0.0427 | |||
Sortino Ratio | 0.0718 | |||
Treynor Ratio | 0.3543 | |||
Maximum Drawdown | 3.3 | |||
Value At Risk | (1.21) | |||
Potential Upside | 1.13 | |||
Downside Variance | 0.4601 | |||
Semi Variance | 0.2664 | |||
Expected Short fall | (0.58) | |||
Skewness | (0.28) | |||
Kurtosis | 0.0833 |