Rockhaven Resources Risk Adjusted Performance
RK Stock | CAD 0.09 0.01 12.50% |
Rockhaven |
| = | 0.1223 |
ER[a] | = | Expected return on investing in Rockhaven Resources |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Rockhaven Resources Risk Adjusted Performance Peers Comparison
Rockhaven Risk Adjusted Performance Relative To Other Indicators
Rockhaven Resources is currently regarded as top stock in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 299.81 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Rockhaven Resources is roughly 299.81
Risk Adjusted Performance |
Compare Rockhaven Resources to Peers |
Thematic Opportunities
Explore Investment Opportunities
Rockhaven Resources Technical Signals
All Rockhaven Resources 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 | 0.1223 | |||
Market Risk Adjusted Performance | 1.36 | |||
Mean Deviation | 5.07 | |||
Semi Deviation | 5.08 | |||
Downside Deviation | 15.59 | |||
Coefficient Of Variation | 674.86 | |||
Standard Deviation | 8.24 | |||
Variance | 67.91 | |||
Information Ratio | 0.1331 | |||
Jensen Alpha | 1.11 | |||
Total Risk Alpha | (0.02) | |||
Sortino Ratio | 0.0704 | |||
Treynor Ratio | 1.35 | |||
Maximum Drawdown | 36.67 | |||
Value At Risk | (12.50) | |||
Potential Upside | 20.0 | |||
Downside Variance | 243.06 | |||
Semi Variance | 25.76 | |||
Expected Short fall | (16.42) | |||
Skewness | 0.4299 | |||
Kurtosis | 1.12 |