Aeries Technology Risk Adjusted Performance
AERTW Stock | 0.03 0.01 86.67% |
Aeries |
| = | 0.1201 |
ER[a] | = | Expected return on investing in Aeries Technology |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Aeries Technology Risk Adjusted Performance Peers Comparison
Aeries Risk Adjusted Performance Relative To Other Indicators
Aeries Technology is number one stock in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 1,519 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Aeries Technology is roughly 1,519
Risk Adjusted Performance |
Compare Aeries Technology to Peers |
Thematic Opportunities
Explore Investment Opportunities
Aeries Technology Technical Signals
All Aeries Technology Technical Indicators
Cycle Indicators | ||
Math Operators | ||
Math Transform | ||
Momentum Indicators | ||
Overlap Studies | ||
Pattern Recognition | ||
Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
Risk Adjusted Performance | 0.1201 | |||
Market Risk Adjusted Performance | (2.52) | |||
Mean Deviation | 21.09 | |||
Semi Deviation | 17.74 | |||
Downside Deviation | 21.63 | |||
Coefficient Of Variation | 803.75 | |||
Standard Deviation | 32.55 | |||
Variance | 1059.28 | |||
Information Ratio | 0.1262 | |||
Jensen Alpha | 3.93 | |||
Total Risk Alpha | 6.51 | |||
Sortino Ratio | 0.1898 | |||
Treynor Ratio | (2.53) | |||
Maximum Drawdown | 182.37 | |||
Value At Risk | (37.00) | |||
Potential Upside | 86.05 | |||
Downside Variance | 468.0 | |||
Semi Variance | 314.56 | |||
Expected Short fall | (35.08) | |||
Skewness | 1.63 | |||
Kurtosis | 3.82 |