Highlands REIT Risk Adjusted Performance
HHDS Stock | USD 0.09 0.03 55.17% |
Highlands |
| = | 0.2357 |
ER[a] | = | Expected return on investing in Highlands REIT |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Highlands REIT Risk Adjusted Performance Peers Comparison
Highlands Risk Adjusted Performance Relative To Other Indicators
Highlands REIT 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 2,432 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Highlands REIT is roughly 2,432
Risk Adjusted Performance |
Compare Highlands REIT to Peers |
Thematic Opportunities
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Highlands REIT Technical Signals
All Highlands REIT Technical Indicators
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Statistic Functions | ||
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Risk Adjusted Performance | 0.2357 | |||
Market Risk Adjusted Performance | 7.29 | |||
Mean Deviation | 54.75 | |||
Semi Deviation | 28.38 | |||
Downside Deviation | 53.23 | |||
Coefficient Of Variation | 379.98 | |||
Standard Deviation | 87.34 | |||
Variance | 7628.36 | |||
Information Ratio | 0.2637 | |||
Jensen Alpha | 23.15 | |||
Total Risk Alpha | 28.45 | |||
Sortino Ratio | 0.4326 | |||
Treynor Ratio | 7.28 | |||
Maximum Drawdown | 573.22 | |||
Value At Risk | (66.27) | |||
Potential Upside | 202.25 | |||
Downside Variance | 2833.87 | |||
Semi Variance | 805.16 | |||
Expected Short fall | (122.64) | |||
Skewness | 3.02 | |||
Kurtosis | 12.79 |