CREMETRSBI DL-001 Risk Adjusted Performance

WY52 Stock

EUR 1.70 0.00 0.00%

CREMETRSBI DL-001 risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for CREMECOMTRSBI DL 001 or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening tools

CREMECOMTRSBI DL 001 has current Risk Adjusted Performance of 0.0899.

RAP

(ER[a] - RFR) * STD[b])/STD[b]

RFR

0.0899

ER[a]	=	Expected return on investing in CREMETRSBI DL-001
RFR	=	Risk Free Rate of return. Typically T-Bill Rate
STD[b]	=	Standard Deviation of selected market or benchmark.

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CREMETRSBI DL-001 Risk Adjusted Performance Peers Comparison

CREMETRSBI Risk Adjusted Performance Relative To Other Indicators

CREMECOMTRSBI DL 001 is rated second in risk adjusted performance category among its peers. It is rated first in maximum drawdown category among its peers reporting about 4,839 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for CREMECOMTRSBI DL 001 is roughly 4,839

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CREMETRSBI DL-001 Technical Signals

All CREMETRSBI DL-001 Technical Indicators

	Cycle Indicators
	Math Operators
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	Momentum Indicators
	Overlap Studies
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	Statistic Functions
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	Risk Adjusted Performance	0.0899
	Market Risk Adjusted Performance	0.7002
	Mean Deviation	16.08
	Semi Deviation	12.08
	Downside Deviation	27.48
	Coefficient Of Variation	933.68
	Standard Deviation	52.71
	Variance	2778.86
	Information Ratio	0.1081
	Jensen Alpha	6.13
	Total Risk Alpha	9.9
	Sortino Ratio	0.2073
	Treynor Ratio	0.6902
	Maximum Drawdown	435.06
	Value At Risk	(15.00)
	Potential Upside	36.99
	Downside Variance	755.16
	Semi Variance	145.98
	Expected Short fall	(63.36)
	Skewness	6.97
	Kurtosis	53.98

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