METROPOLITAN WEST Risk Adjusted Performance

Reference Data . Mutual Funds . USA . 
Fund . Metropolitan West Ultra
MWUIX Fund  USD 4.19  0.01  0.24%   
Reference data associated with the Risk Adjusted Performance technical indicator for Metropolitan West Ultra. Values may reflect normalized price or volume observations.
Metropolitan West Ultra has current Risk Adjusted Performance of 0.0429.

RAP

 = 

(ER[a] - RFR) * STD[b])/STD[b]

RFR

 = 
0.0429
ER[a] = Expected return on investing in METROPOLITAN WEST
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Risk Adjusted Performance Peers Comparison

Risk Adjusted Performance Relative To Other Indicators

Metropolitan West Ultra is rated second in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 16.80 of Maximum Drawdown per Risk Adjusted Performance. At 16.80 , Metropolitan West Ultra's Maximum Drawdown-to-Risk Adjusted Performance multiple reflects the spread between these metrics
Compare METROPOLITAN WEST to Peers

Other Technical Indicators

Cycle Indicators
Math Operators
Math Transform
Momentum Indicators
Overlap Studies
Pattern Recognition
Price Transform
Statistic Functions
Volatility Indicators
Volume Indicators
Risk Adjusted Performance0.0429
Market Risk Adjusted Performance-0.42
Mean Deviation0.055
Coefficient Of Variation755.5
Standard Deviation0.1103
Variance0.0122
Information Ratio0.4122
Jensen Alpha0.0042
Total Risk Alpha0.0103
Treynor Ratio-0.43
Maximum Drawdown0.7206
Value At Risk-0.24
Potential Upside0.2392
Skewness1.24
Kurtosis5.93
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