Meso Numismatics Risk Adjusted Performance
MSSV Stock | USD 0.03 0.01 20.00% |
Meso |
| = | 0.0798 |
ER[a] | = | Expected return on investing in Meso Numismatics |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Meso Numismatics Risk Adjusted Performance Peers Comparison
Meso Risk Adjusted Performance Relative To Other Indicators
Meso Numismatics is regarded second in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 2,115 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Meso Numismatics is roughly 2,115
Risk Adjusted Performance |
Compare Meso Numismatics to Peers |
Thematic Opportunities
Explore Investment Opportunities
Meso Numismatics Technical Signals
All Meso Numismatics 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 | 0.0798 | |||
Market Risk Adjusted Performance | (0.82) | |||
Mean Deviation | 10.91 | |||
Semi Deviation | 11.14 | |||
Downside Deviation | 17.47 | |||
Coefficient Of Variation | 1139.12 | |||
Standard Deviation | 20.75 | |||
Variance | 430.73 | |||
Information Ratio | 0.0856 | |||
Jensen Alpha | 1.89 | |||
Total Risk Alpha | 0.9103 | |||
Sortino Ratio | 0.1018 | |||
Treynor Ratio | (0.83) | |||
Maximum Drawdown | 168.8 | |||
Value At Risk | (24.07) | |||
Potential Upside | 22.11 | |||
Downside Variance | 305.04 | |||
Semi Variance | 124.13 | |||
Expected Short fall | (20.77) | |||
Skewness | 3.44 | |||
Kurtosis | 20.26 |