Ridgestone Mining Risk Adjusted Performance
RIGMF Stock | USD 0.08 0.0006 0.76% |
Ridgestone |
| = | 0.1246 |
ER[a] | = | Expected return on investing in Ridgestone Mining |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Ridgestone Mining Risk Adjusted Performance Peers Comparison
Ridgestone Risk Adjusted Performance Relative To Other Indicators
Ridgestone Mining is rated third in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 621.19 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Ridgestone Mining is roughly 621.19
Risk Adjusted Performance |
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Ridgestone Mining Technical Signals
All Ridgestone Mining Technical Indicators
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Statistic Functions | ||
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Volume Indicators |
Risk Adjusted Performance | 0.1246 | |||
Market Risk Adjusted Performance | (0.72) | |||
Mean Deviation | 5.31 | |||
Semi Deviation | 5.72 | |||
Downside Deviation | 16.24 | |||
Coefficient Of Variation | 743.47 | |||
Standard Deviation | 11.08 | |||
Variance | 122.76 | |||
Information Ratio | 0.1385 | |||
Jensen Alpha | 1.37 | |||
Total Risk Alpha | 2.18 | |||
Sortino Ratio | 0.0944 | |||
Treynor Ratio | (0.73) | |||
Maximum Drawdown | 77.4 | |||
Value At Risk | (13.68) | |||
Potential Upside | 17.78 | |||
Downside Variance | 263.82 | |||
Semi Variance | 32.69 | |||
Expected Short fall | (17.11) | |||
Skewness | 2.0 | |||
Kurtosis | 10.11 |