Curiositystream Risk Adjusted Performance
CURI Stock | USD 1.83 0.01 0.54% |
Curiositystream |
| = | 0.0536 |
ER[a] | = | Expected return on investing in Curiositystream |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Curiositystream Risk Adjusted Performance Peers Comparison
Curiositystream Risk Adjusted Performance Relative To Other Indicators
Curiositystream 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 948.50 of Maximum Drawdown per Risk Adjusted Performance.
Risk Adjusted Performance |
Compare Curiositystream to Peers |
Thematic Opportunities
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Curiositystream Technical Signals
All Curiositystream Technical Indicators
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Statistic Functions | ||
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Volume Indicators |
Risk Adjusted Performance | 0.0536 | |||
Market Risk Adjusted Performance | 0.4728 | |||
Mean Deviation | 4.12 | |||
Semi Deviation | 5.93 | |||
Downside Deviation | 7.02 | |||
Coefficient Of Variation | 1711.49 | |||
Standard Deviation | 7.03 | |||
Variance | 49.48 | |||
Information Ratio | 0.0408 | |||
Jensen Alpha | 0.302 | |||
Total Risk Alpha | (0.65) | |||
Sortino Ratio | 0.0409 | |||
Treynor Ratio | 0.4628 | |||
Maximum Drawdown | 50.84 | |||
Value At Risk | (6.56) | |||
Potential Upside | 13.72 | |||
Downside Variance | 49.23 | |||
Semi Variance | 35.13 | |||
Expected Short fall | (5.40) | |||
Skewness | 0.064 | |||
Kurtosis | 5.51 |