American Green Risk Adjusted Performance
ERBB Stock | USD 0.0003 0.0001 25.00% |
American |
| = | 0.0257 |
ER[a] | = | Expected return on investing in American Green |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
American Green Risk Adjusted Performance Peers Comparison
American Risk Adjusted Performance Relative To Other Indicators
American Green is rated # 2 in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 1,946 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for American Green is roughly 1,946
Risk Adjusted Performance |
Compare American Green to Peers |
Thematic Opportunities
Explore Investment Opportunities
American Green Technical Signals
All American Green Technical Indicators
Cycle Indicators | ||
Math Operators | ||
Math Transform | ||
Momentum Indicators | ||
Overlap Studies | ||
Pattern Recognition | ||
Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
Risk Adjusted Performance | 0.0257 | |||
Market Risk Adjusted Performance | 0.1371 | |||
Mean Deviation | 9.88 | |||
Semi Deviation | 10.96 | |||
Downside Deviation | 20.23 | |||
Coefficient Of Variation | 5279.77 | |||
Standard Deviation | 14.67 | |||
Variance | 215.09 | |||
Information Ratio | 0.0219 | |||
Jensen Alpha | 0.3811 | |||
Total Risk Alpha | 1.19 | |||
Sortino Ratio | 0.0159 | |||
Treynor Ratio | 0.1271 | |||
Maximum Drawdown | 50.0 | |||
Value At Risk | (20.00) | |||
Potential Upside | 25.0 | |||
Downside Variance | 409.07 | |||
Semi Variance | 120.03 | |||
Expected Short fall | (23.57) | |||
Skewness | 0.2739 | |||
Kurtosis | (0.61) |