Cshg Logistica Risk Adjusted Performance
HGLG11 Fund | BRL 166.59 1.61 0.98% |
Cshg |
| = | 0.0269 |
ER[a] | = | Expected return on investing in Cshg Logistica |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Cshg Logistica Risk Adjusted Performance Peers Comparison
Cshg Risk Adjusted Performance Relative To Other Indicators
Cshg Logistica is rated # 4 fund in risk adjusted performance among similar funds. It is rated below average in maximum drawdown among similar funds reporting about 103.97 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Cshg Logistica is roughly 103.97
Risk Adjusted Performance |
Compare Cshg Logistica to Peers |
Thematic Opportunities
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Cshg Logistica Technical Signals
All Cshg Logistica Technical Indicators
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Price Transform | ||
Statistic Functions | ||
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Volume Indicators |
Risk Adjusted Performance | 0.0269 | |||
Market Risk Adjusted Performance | 1.11 | |||
Mean Deviation | 0.3687 | |||
Semi Deviation | 0.4734 | |||
Downside Deviation | 0.5501 | |||
Coefficient Of Variation | 2205.54 | |||
Standard Deviation | 0.5389 | |||
Variance | 0.2904 | |||
Information Ratio | (0.10) | |||
Jensen Alpha | 0.0135 | |||
Total Risk Alpha | (0.04) | |||
Sortino Ratio | (0.1) | |||
Treynor Ratio | 1.1 | |||
Maximum Drawdown | 2.8 | |||
Value At Risk | (0.95) | |||
Potential Upside | 0.9759 | |||
Downside Variance | 0.3026 | |||
Semi Variance | 0.2241 | |||
Expected Short fall | (0.37) | |||
Skewness | 0.1185 | |||
Kurtosis | 1.53 |