Marblegate Acquisition Risk Adjusted Performance
GATEU Stock | USD 11.25 0.00 0.00% |
Marblegate |
| = | 0.0185 |
ER[a] | = | Expected return on investing in Marblegate Acquisition |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Marblegate Acquisition Risk Adjusted Performance Peers Comparison
Marblegate Risk Adjusted Performance Relative To Other Indicators
Marblegate Acquisition Corp is rated below average in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 744.25 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Marblegate Acquisition Corp is roughly 744.25
Risk Adjusted Performance |
Compare Marblegate Acquisition to Peers |
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Marblegate Acquisition Technical Signals
All Marblegate Acquisition Technical Indicators
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Risk Adjusted Performance | 0.0185 | |||
Market Risk Adjusted Performance | (1.04) | |||
Mean Deviation | 0.6366 | |||
Semi Deviation | 1.44 | |||
Downside Deviation | 4.58 | |||
Coefficient Of Variation | 6238.73 | |||
Standard Deviation | 2.03 | |||
Variance | 4.13 | |||
Information Ratio | (0.05) | |||
Jensen Alpha | 0.0253 | |||
Total Risk Alpha | (0.32) | |||
Sortino Ratio | (0.02) | |||
Treynor Ratio | (1.05) | |||
Maximum Drawdown | 13.77 | |||
Value At Risk | (1.64) | |||
Potential Upside | 1.83 | |||
Downside Variance | 21.01 | |||
Semi Variance | 2.07 | |||
Expected Short fall | (4.23) | |||
Skewness | 0.033 | |||
Kurtosis | 17.61 |