Blackrock Municipal Risk Adjusted Performance
BTT Stock | USD 21.17 0.04 0.19% |
Blackrock |
| = | 0.1306 |
ER[a] | = | Expected return on investing in Blackrock Municipal |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Blackrock Municipal Risk Adjusted Performance Peers Comparison
Blackrock Risk Adjusted Performance Relative To Other Indicators
Blackrock Municipal Target 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 11.93 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Blackrock Municipal Target is roughly 11.93
Risk Adjusted Performance |
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Blackrock Municipal Technical Signals
All Blackrock Municipal Technical Indicators
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Statistic Functions | ||
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Volume Indicators |
Risk Adjusted Performance | 0.1306 | |||
Market Risk Adjusted Performance | 0.6402 | |||
Mean Deviation | 0.2633 | |||
Semi Deviation | 0.1432 | |||
Downside Deviation | 0.3114 | |||
Coefficient Of Variation | 585.92 | |||
Standard Deviation | 0.3322 | |||
Variance | 0.1104 | |||
Information Ratio | 0.3026 | |||
Jensen Alpha | 0.0507 | |||
Total Risk Alpha | 0.0675 | |||
Sortino Ratio | 0.3228 | |||
Treynor Ratio | 0.6302 | |||
Maximum Drawdown | 1.56 | |||
Value At Risk | (0.52) | |||
Potential Upside | 0.6329 | |||
Downside Variance | 0.0969 | |||
Semi Variance | 0.0205 | |||
Expected Short fall | (0.30) | |||
Skewness | 0.21 | |||
Kurtosis | (0.09) |