LONDON STEXUNSPADRS12 Risk Adjusted Performance
LS4D Stock | EUR 33.80 0.60 1.81% |
LONDON |
| = | 0.0839 |
ER[a] | = | Expected return on investing in LONDON STEXUNSPADRS12 |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
LONDON STEXUNSPADRS12 Risk Adjusted Performance Peers Comparison
LONDON Risk Adjusted Performance Relative To Other Indicators
LONDON STEXUNSPADRS12 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 96.25 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for LONDON STEXUNSPADRS12 is roughly 96.25
Risk Adjusted Performance |
Compare LONDON STEXUNSPADRS12 to Peers |
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LONDON STEXUNSPADRS12 Technical Signals
All LONDON STEXUNSPADRS12 Technical Indicators
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Statistic Functions | ||
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Risk Adjusted Performance | 0.0839 | |||
Market Risk Adjusted Performance | (1.68) | |||
Mean Deviation | 1.33 | |||
Semi Deviation | 1.25 | |||
Downside Deviation | 1.61 | |||
Coefficient Of Variation | 928.07 | |||
Standard Deviation | 1.72 | |||
Variance | 2.95 | |||
Information Ratio | 0.0495 | |||
Jensen Alpha | 0.1846 | |||
Total Risk Alpha | (0.04) | |||
Sortino Ratio | 0.0528 | |||
Treynor Ratio | (1.69) | |||
Maximum Drawdown | 8.08 | |||
Value At Risk | (2.52) | |||
Potential Upside | 3.23 | |||
Downside Variance | 2.6 | |||
Semi Variance | 1.57 | |||
Expected Short fall | (1.75) | |||
Skewness | 0.6229 | |||
Kurtosis | 0.4212 |