Japan Smaller Risk Adjusted Performance
| JOF Fund | | | USD 10.56 -0.13 -1.22% |
Observed values used in the Risk Adjusted Performance indicator for Japan Smaller Capitalization are included in this dataset. The information is based on observed market data across timeframes. Japan Smaller has a market cap of 192.95 M, operating margin of 50.22%, current ratio of 1.28. See
Risk vs Return Analysis for additional portfolio context. Including Japan Smaller Capitalization in a portfolio enables allocation and risk analysis. Each holding is sized according to the methodology applied during portfolio construction. Broader economic conditions can influence Japan Smaller Capitalization's fund valuation — related indicators include
signals in metropolitan statistical area.
Japan Smaller Capitalization has current Risk Adjusted Performance of 0.0349.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.0349 | |
Risk Adjusted Performance Peers Comparison
Risk Adjusted Performance Relative To Other Indicators
Japan Smaller Capitalization ranks
fifth among funds in risk adjusted performance across peer funds. It is currently under evaluation in maximum drawdown across peer funds at roughly
248.92 Maximum Drawdown per unit of Risk Adjusted Performance. Japan Smaller Capitalization carries a
248.92 x Maximum Drawdown-to-Risk Adjusted Performance ratio
Other Technical Indicators