Cytosorbents Crp Risk Adjusted Performance

CTSO Stock

USD 1.00 0.02 1.96%

Cytosorbents Crp risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Cytosorbents Crp 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

Cytosorbents Crp has current Risk Adjusted Performance of 0.0507.

RAP

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

RFR

0.0507

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

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Cytosorbents Crp Risk Adjusted Performance Peers Comparison

Cytosorbents Risk Adjusted Performance Relative To Other Indicators

Cytosorbents Crp is rated fourth in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 475.18 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Cytosorbents Crp is roughly 475.18

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Cytosorbents Crp Technical Signals

All Cytosorbents Crp Technical Indicators

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	Risk Adjusted Performance	0.0507
	Market Risk Adjusted Performance	0.1459
	Mean Deviation	3.47
	Semi Deviation	3.8
	Downside Deviation	4.39
	Coefficient Of Variation	2022.62
	Standard Deviation	4.85
	Variance	23.51
	Information Ratio	0.0585
	Jensen Alpha	0.3206
	Total Risk Alpha	0.5337
	Sortino Ratio	0.0647
	Treynor Ratio	0.1359
	Maximum Drawdown	24.09
	Value At Risk	(7.89)
	Potential Upside	10.64
	Downside Variance	19.23
	Semi Variance	14.43
	Expected Short fall	(4.49)
	Skewness	0.7316
	Kurtosis	1.31

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