ALR Technologies Risk Adjusted Performance

ALRTF Stock

0.01 0.0005 5.00%

ALR Technologies risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for ALR Technologies or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening tools

ALR Technologies has current Risk Adjusted Performance of 0.0106.

RAP

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

RFR

0.0106

ER[a]	=	Expected return on investing in ALR Technologies
RFR	=	Risk Free Rate of return. Typically T-Bill Rate
STD[b]	=	Standard Deviation of selected market or benchmark.

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ALR Technologies Risk Adjusted Performance Peers Comparison

ALR Risk Adjusted Performance Relative To Other Indicators

ALR Technologies is rated third in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 7,053 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for ALR Technologies is roughly 7,053

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ALR Technologies Technical Signals

All ALR Technologies Technical Indicators

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	Risk Adjusted Performance	0.0106
	Market Risk Adjusted Performance	0.0016
	Mean Deviation	6.87
	Semi Deviation	9.01
	Downside Deviation	15.46
	Coefficient Of Variation	63284.39
	Standard Deviation	13.11
	Variance	171.98
	Information Ratio	(0.0009)
	Jensen Alpha	0.039
	Total Risk Alpha	(0.36)
	Sortino Ratio	(0.0007)
	Treynor Ratio	(0.01)
	Maximum Drawdown	74.76
	Value At Risk	(20.79)
	Potential Upside	28.57
	Downside Variance	239.03
	Semi Variance	81.16
	Expected Short fall	(18.90)
	Skewness	1.07
	Kurtosis	4.01

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