Blackrock Large Risk Adjusted Performance
MCLVX Fund | USD 27.94 0.22 0.79% |
Blackrock |
| = | 0.0796 |
ER[a] | = | Expected return on investing in Blackrock Large |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Blackrock Large Risk Adjusted Performance Peers Comparison
Blackrock Risk Adjusted Performance Relative To Other Indicators
Blackrock Large Cap is number one fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 45.24 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Blackrock Large Cap is roughly 45.24
Risk Adjusted Performance |
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Thematic Opportunities
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Blackrock Large Technical Signals
All Blackrock Large Technical Indicators
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Statistic Functions | ||
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Volume Indicators |
Risk Adjusted Performance | 0.0796 | |||
Market Risk Adjusted Performance | 0.0889 | |||
Mean Deviation | 0.4848 | |||
Semi Deviation | 0.6676 | |||
Downside Deviation | 0.8565 | |||
Coefficient Of Variation | 798.26 | |||
Standard Deviation | 0.6621 | |||
Variance | 0.4384 | |||
Information Ratio | 0.0053 | |||
Jensen Alpha | 0.0088 | |||
Total Risk Alpha | 1.0E-4 | |||
Sortino Ratio | 0.0041 | |||
Treynor Ratio | 0.0789 | |||
Maximum Drawdown | 3.6 | |||
Value At Risk | (1.36) | |||
Potential Upside | 0.9438 | |||
Downside Variance | 0.7336 | |||
Semi Variance | 0.4457 | |||
Expected Short fall | (0.49) | |||
Skewness | (1.03) | |||
Kurtosis | 1.84 |