Basic Materials Market Risk Adjusted Performance
| RYBMX Fund | USD 80.17 -2.39 -2.89% |
| = | 0.1503 |
| ER[a] | = | Expected return on investing in Basic Materials |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Market Risk Adjusted Performance Peers Comparison
Market Risk Adjusted Performance Relative To Other Indicators
Basic Materials Fund is rated third in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 99.49 of Maximum Drawdown per Market Risk Adjusted Performance. At 99.49 , Basic Materials Fund's Maximum Drawdown-to-Market Risk Adjusted Performance multiple reflects the spread between these metrics
Market Risk Adjusted Performance |
Other Technical Indicators
| Cycle Indicators | ||
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| Overlap Studies | ||
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| Price Transform | ||
| Statistic Functions | ||
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| Volume Indicators |
| Risk Adjusted Performance | 0.0733 | |||
| Market Risk Adjusted Performance | 0.1503 | |||
| Mean Deviation | 1.5 | |||
| Semi Deviation | 2.3 | |||
| Downside Deviation | 2.61 | |||
| Coefficient Of Variation | 1198.86 | |||
| Standard Deviation | 2.19 | |||
| Variance | 4.81 | |||
| Information Ratio | 0.1237 | |||
| Jensen Alpha | 0.2942 | |||
| Total Risk Alpha | 0.4418 | |||
| Sortino Ratio | 0.1041 | |||
| Treynor Ratio | 0.1403 | |||
| Maximum Drawdown | 14.95 | |||
| Value At Risk | -3.65 | |||
| Potential Upside | 2.6 | |||
| Downside Variance | 6.79 | |||
| Semi Variance | 5.3 | |||
| Expected Short fall | -1.36 | |||
| Skewness | 0.4323 | |||
| Kurtosis | 4.21 |