AIML Innovations Risk Adjusted Performance
AIMLF Stock | USD 0.11 0.02 20.88% |
AIML |
| = | 0.1114 |
ER[a] | = | Expected return on investing in AIML Innovations |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
AIML Innovations Risk Adjusted Performance Peers Comparison
AIML Risk Adjusted Performance Relative To Other Indicators
AIML Innovations is rated second in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 787.69 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for AIML Innovations is roughly 787.69
Risk Adjusted Performance |
Compare AIML Innovations to Peers |
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AIML Innovations Technical Signals
All AIML Innovations Technical Indicators
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Statistic Functions | ||
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Risk Adjusted Performance | 0.1114 | |||
Market Risk Adjusted Performance | (1.54) | |||
Mean Deviation | 10.88 | |||
Semi Deviation | 13.11 | |||
Downside Deviation | 17.28 | |||
Coefficient Of Variation | 712.86 | |||
Standard Deviation | 14.99 | |||
Variance | 224.84 | |||
Information Ratio | 0.1328 | |||
Jensen Alpha | 2.23 | |||
Total Risk Alpha | (0.01) | |||
Sortino Ratio | 0.1153 | |||
Treynor Ratio | (1.55) | |||
Maximum Drawdown | 87.75 | |||
Value At Risk | (23.08) | |||
Potential Upside | 24.53 | |||
Downside Variance | 298.43 | |||
Semi Variance | 171.97 | |||
Expected Short fall | (13.19) | |||
Skewness | (0.33) | |||
Kurtosis | 1.67 |