Sensei Biotherapeutics Risk Adjusted Performance
SNSE Stock | USD 0.51 0.08 18.60% |
Sensei |
| = | 0.0452 |
ER[a] | = | Expected return on investing in Sensei Biotherapeutics |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Sensei Biotherapeutics Risk Adjusted Performance Peers Comparison
Sensei Risk Adjusted Performance Relative To Other Indicators
Sensei Biotherapeutics 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 344.17 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Sensei Biotherapeutics is roughly 344.17
Risk Adjusted Performance |
Compare Sensei Biotherapeutics to Peers |
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Sensei Biotherapeutics Technical Signals
All Sensei Biotherapeutics Technical Indicators
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Risk Adjusted Performance | 0.0452 | |||
Market Risk Adjusted Performance | (0.25) | |||
Mean Deviation | 2.6 | |||
Semi Deviation | 2.89 | |||
Downside Deviation | 4.03 | |||
Coefficient Of Variation | 2293.71 | |||
Standard Deviation | 3.95 | |||
Variance | 15.59 | |||
Information Ratio | 0.0547 | |||
Jensen Alpha | 0.128 | |||
Total Risk Alpha | 0.4097 | |||
Sortino Ratio | 0.0536 | |||
Treynor Ratio | (0.26) | |||
Maximum Drawdown | 15.56 | |||
Value At Risk | (4.44) | |||
Potential Upside | 6.12 | |||
Downside Variance | 16.22 | |||
Semi Variance | 8.34 | |||
Expected Short fall | (4.00) | |||
Skewness | 1.4 | |||
Kurtosis | 7.22 |