Cleartrack 2020 Risk Adjusted Performance
TCHTX Fund | USD 7.56 0.01 0.13% |
Cleartrack |
| = | 0.0355 |
ER[a] | = | Expected return on investing in Cleartrack 2020 |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Cleartrack 2020 Risk Adjusted Performance Peers Comparison
Cleartrack Risk Adjusted Performance Relative To Other Indicators
Cleartrack 2020 Class is rated third largest fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 48.05 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Cleartrack 2020 Class is roughly 48.05
Risk Adjusted Performance |
Compare Cleartrack 2020 to Peers |
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Cleartrack 2020 Technical Signals
All Cleartrack 2020 Technical Indicators
Cycle Indicators | ||
Math Operators | ||
Math Transform | ||
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Overlap Studies | ||
Pattern Recognition | ||
Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
Risk Adjusted Performance | 0.0355 | |||
Market Risk Adjusted Performance | 0.0383 | |||
Mean Deviation | 0.2769 | |||
Semi Deviation | 0.3182 | |||
Downside Deviation | 0.424 | |||
Coefficient Of Variation | 1459.67 | |||
Standard Deviation | 0.3629 | |||
Variance | 0.1317 | |||
Information Ratio | (0.19) | |||
Jensen Alpha | (0.03) | |||
Total Risk Alpha | (0.03) | |||
Sortino Ratio | (0.17) | |||
Treynor Ratio | 0.0283 | |||
Maximum Drawdown | 1.71 | |||
Value At Risk | (0.53) | |||
Potential Upside | 0.6579 | |||
Downside Variance | 0.1797 | |||
Semi Variance | 0.1013 | |||
Expected Short fall | (0.32) | |||
Skewness | (0.48) | |||
Kurtosis | 0.5734 |