Aluula Composites Risk Adjusted Performance
AUUA Stock | 0.11 0.01 10.00% |
Aluula |
| = | 0.0373 |
ER[a] | = | Expected return on investing in Aluula Composites |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Aluula Composites Risk Adjusted Performance Peers Comparison
Aluula Risk Adjusted Performance Relative To Other Indicators
Aluula Composites is rated below average in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 1,193 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Aluula Composites is roughly 1,193
Risk Adjusted Performance |
Compare Aluula Composites to Peers |
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Aluula Composites Technical Signals
All Aluula Composites Technical Indicators
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Risk Adjusted Performance | 0.0373 | |||
Market Risk Adjusted Performance | 0.3863 | |||
Mean Deviation | 5.01 | |||
Semi Deviation | 5.82 | |||
Downside Deviation | 11.59 | |||
Coefficient Of Variation | 2571.27 | |||
Standard Deviation | 8.04 | |||
Variance | 64.58 | |||
Information Ratio | 0.0264 | |||
Jensen Alpha | 0.2301 | |||
Total Risk Alpha | (0.70) | |||
Sortino Ratio | 0.0183 | |||
Treynor Ratio | 0.3763 | |||
Maximum Drawdown | 44.5 | |||
Value At Risk | (13.64) | |||
Potential Upside | 15.79 | |||
Downside Variance | 134.28 | |||
Semi Variance | 33.91 | |||
Expected Short fall | (12.12) | |||
Skewness | 0.4839 | |||
Kurtosis | 1.39 |