Knight Therapeutics Risk Adjusted Performance
KHTRF Stock | USD 3.84 0.01 0.26% |
Knight |
| = | 0.0244 |
ER[a] | = | Expected return on investing in Knight Therapeutics |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Knight Therapeutics Risk Adjusted Performance Peers Comparison
Knight Risk Adjusted Performance Relative To Other Indicators
Knight Therapeutics is rated fifth overall in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 412.34 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Knight Therapeutics is roughly 412.34
Risk Adjusted Performance |
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Knight Therapeutics Technical Signals
All Knight Therapeutics Technical Indicators
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Risk Adjusted Performance | 0.0244 | |||
Market Risk Adjusted Performance | 0.1471 | |||
Mean Deviation | 0.7956 | |||
Semi Deviation | 1.11 | |||
Downside Deviation | 1.75 | |||
Coefficient Of Variation | 3880.13 | |||
Standard Deviation | 1.42 | |||
Variance | 2.01 | |||
Information Ratio | 0.0809 | |||
Jensen Alpha | 0.0437 | |||
Total Risk Alpha | 0.1895 | |||
Sortino Ratio | 0.0657 | |||
Treynor Ratio | 0.1371 | |||
Maximum Drawdown | 10.06 | |||
Value At Risk | (1.76) | |||
Potential Upside | 2.65 | |||
Downside Variance | 3.05 | |||
Semi Variance | 1.23 | |||
Expected Short fall | (1.42) | |||
Skewness | 0.2491 | |||
Kurtosis | 5.07 |