Daou Technology Risk Adjusted Performance
023590 Stock | 18,480 300.00 1.60% |
Daou |
| = | 0.0481 |
ER[a] | = | Expected return on investing in Daou Technology |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Daou Technology Risk Adjusted Performance Peers Comparison
Daou Risk Adjusted Performance Relative To Other Indicators
Daou Technology is rated second in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 78.98 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Daou Technology is roughly 78.98
Risk Adjusted Performance |
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Daou Technology Technical Signals
All Daou Technology Technical Indicators
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Statistic Functions | ||
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Risk Adjusted Performance | 0.0481 | |||
Market Risk Adjusted Performance | (0.71) | |||
Mean Deviation | 0.5977 | |||
Semi Deviation | 0.8199 | |||
Downside Deviation | 0.8964 | |||
Coefficient Of Variation | 1616.72 | |||
Standard Deviation | 0.8381 | |||
Variance | 0.7023 | |||
Information Ratio | (0.07) | |||
Jensen Alpha | 0.0478 | |||
Total Risk Alpha | (0.07) | |||
Sortino Ratio | (0.07) | |||
Treynor Ratio | (0.72) | |||
Maximum Drawdown | 3.8 | |||
Value At Risk | (1.29) | |||
Potential Upside | 1.34 | |||
Downside Variance | 0.8036 | |||
Semi Variance | 0.6723 | |||
Expected Short fall | (0.63) | |||
Skewness | (0.17) | |||
Kurtosis | 2.09 |