Defence Therapeutics Risk Adjusted Performance
DTCFF Stock | USD 1.00 0.00 0.00% |
Defence |
| = | 0.1928 |
ER[a] | = | Expected return on investing in Defence Therapeutics |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Defence Therapeutics Risk Adjusted Performance Peers Comparison
Defence Risk Adjusted Performance Relative To Other Indicators
Defence Therapeutics is one of the top stocks in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 521.49 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Defence Therapeutics is roughly 521.49
Risk Adjusted Performance |
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Defence Therapeutics Technical Signals
All Defence Therapeutics Technical Indicators
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Risk Adjusted Performance | 0.1928 | |||
Market Risk Adjusted Performance | 2.66 | |||
Mean Deviation | 6.63 | |||
Semi Deviation | 5.26 | |||
Downside Deviation | 16.15 | |||
Coefficient Of Variation | 467.69 | |||
Standard Deviation | 12.31 | |||
Variance | 151.54 | |||
Information Ratio | 0.2174 | |||
Jensen Alpha | 2.68 | |||
Total Risk Alpha | 3.39 | |||
Sortino Ratio | 0.1657 | |||
Treynor Ratio | 2.65 | |||
Maximum Drawdown | 100.54 | |||
Value At Risk | (9.20) | |||
Potential Upside | 26.25 | |||
Downside Variance | 260.76 | |||
Semi Variance | 27.62 | |||
Expected Short fall | (16.16) | |||
Skewness | 2.78 | |||
Kurtosis | 14.64 |