Oaktree Acquisition Risk Adjusted Performance
OACCU Stock | 10.10 0.02 0.20% |
Oaktree |
| = | 0.0398 |
ER[a] | = | Expected return on investing in Oaktree Acquisition |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Oaktree Acquisition Risk Adjusted Performance Peers Comparison
Oaktree Risk Adjusted Performance Relative To Other Indicators
Oaktree Acquisition Corp is regarded fifth in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 64.55 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Oaktree Acquisition Corp is roughly 64.55
Risk Adjusted Performance |
Compare Oaktree Acquisition to Peers |
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Oaktree Acquisition Technical Signals
All Oaktree Acquisition Technical Indicators
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Statistic Functions | ||
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Volume Indicators |
Risk Adjusted Performance | 0.0398 | |||
Market Risk Adjusted Performance | (0.39) | |||
Mean Deviation | 0.2969 | |||
Semi Deviation | 0.3209 | |||
Downside Deviation | 0.4709 | |||
Coefficient Of Variation | 1582.53 | |||
Standard Deviation | 0.4532 | |||
Variance | 0.2054 | |||
Information Ratio | (0.09) | |||
Jensen Alpha | 0.0213 | |||
Total Risk Alpha | (0.02) | |||
Sortino Ratio | (0.08) | |||
Treynor Ratio | (0.40) | |||
Maximum Drawdown | 2.57 | |||
Value At Risk | (0.79) | |||
Potential Upside | 1.0 | |||
Downside Variance | 0.2218 | |||
Semi Variance | 0.103 | |||
Expected Short fall | (0.38) | |||
Skewness | 0.9419 | |||
Kurtosis | 3.75 |