Large Cap Risk Adjusted Performance

Reference Data . Mutual Funds . USA . 
Fund . Large Cap Value
SLVCX Fund  USD 15.07  -0.22  -1.44%   
Reference data associated with the Risk Adjusted Performance technical indicator for Large Cap Value. Technical inputs may vary across markets and data providers.
Large Cap Value has current Risk Adjusted Performance of -0.04.

RAP

 = 

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

RFR

 = 
-0.04
ER[a] = Expected return on investing in Large Cap
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

Large Cap Value is rated below average in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds .
Compare Large Cap to Peers

Other Technical Indicators

Cycle Indicators
Math Operators
Math Transform
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Pattern Recognition
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Statistic Functions
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Volume Indicators
Risk Adjusted Performance-0.04
Market Risk Adjusted Performance-0.05
Mean Deviation0.6914
Coefficient Of Variation-1,901
Standard Deviation0.8848
Variance0.7828
Information Ratio0.0333
Jensen Alpha0.0206
Total Risk Alpha0.0391
Treynor Ratio-0.06
Maximum Drawdown3.69
Value At Risk-1.63
Potential Upside1.52
Skewness-0.25
Kurtosis-0.07
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