Brookfield Renewable Risk Adjusted Performance
BEP-PG Preferred Stock | CAD 24.93 0.14 0.56% |
Brookfield |
| = | 0.0917 |
ER[a] | = | Expected return on investing in Brookfield Renewable |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Brookfield Renewable Risk Adjusted Performance Peers Comparison
Brookfield Risk Adjusted Performance Relative To Other Indicators
Brookfield Renewable Energy 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 31.09 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Brookfield Renewable Energy is roughly 31.09
Risk Adjusted Performance |
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Brookfield Renewable Technical Signals
All Brookfield Renewable Technical Indicators
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Statistic Functions | ||
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Risk Adjusted Performance | 0.0917 | |||
Market Risk Adjusted Performance | 2.08 | |||
Mean Deviation | 0.41 | |||
Semi Deviation | 0.3966 | |||
Downside Deviation | 0.5853 | |||
Coefficient Of Variation | 800.81 | |||
Standard Deviation | 0.5548 | |||
Variance | 0.3078 | |||
Information Ratio | (0.12) | |||
Jensen Alpha | 0.0556 | |||
Total Risk Alpha | (0.03) | |||
Sortino Ratio | (0.12) | |||
Treynor Ratio | 2.07 | |||
Maximum Drawdown | 2.85 | |||
Value At Risk | (0.90) | |||
Potential Upside | 0.9365 | |||
Downside Variance | 0.3425 | |||
Semi Variance | 0.1573 | |||
Expected Short fall | (0.49) | |||
Skewness | (0.02) | |||
Kurtosis | 0.4515 |