Axim Biotechnologies Risk Adjusted Performance
AXIM Stock | USD 0 0.0003 9.09% |
Axim |
| = | 0.0914 |
ER[a] | = | Expected return on investing in Axim Biotechnologies |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Axim Biotechnologies Risk Adjusted Performance Peers Comparison
Axim Risk Adjusted Performance Relative To Other Indicators
Axim Biotechnologies is rated fifth in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 1,368 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Axim Biotechnologies is roughly 1,368
Risk Adjusted Performance |
Compare Axim Biotechnologies to Peers |
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Axim Biotechnologies Technical Signals
All Axim Biotechnologies Technical Indicators
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Risk Adjusted Performance | 0.0914 | |||
Market Risk Adjusted Performance | 10.66 | |||
Mean Deviation | 5.57 | |||
Semi Deviation | 5.89 | |||
Downside Deviation | 20.48 | |||
Coefficient Of Variation | 1046.97 | |||
Standard Deviation | 14.8 | |||
Variance | 219.01 | |||
Information Ratio | 0.0985 | |||
Jensen Alpha | 1.41 | |||
Total Risk Alpha | 2.33 | |||
Sortino Ratio | 0.0712 | |||
Treynor Ratio | 10.65 | |||
Maximum Drawdown | 125.0 | |||
Value At Risk | (10.00) | |||
Potential Upside | 14.81 | |||
Downside Variance | 419.34 | |||
Semi Variance | 34.71 | |||
Expected Short fall | (27.66) | |||
Skewness | 4.68 | |||
Kurtosis | 31.19 |