CullenFrost Bankers Risk Adjusted Performance
CFR Stock | USD 138.35 0.94 0.68% |
CullenFrost |
| = | 0.1465 |
ER[a] | = | Expected return on investing in CullenFrost Bankers |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
CullenFrost Bankers Risk Adjusted Performance Peers Comparison
CullenFrost Risk Adjusted Performance Relative To Other Indicators
CullenFrost Bankers 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 112.66 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for CullenFrost Bankers is roughly 112.66
Risk Adjusted Performance |
Compare CullenFrost Bankers to Peers |
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CullenFrost Bankers Technical Signals
All CullenFrost Bankers Technical Indicators
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Risk Adjusted Performance | 0.1465 | |||
Market Risk Adjusted Performance | 0.1953 | |||
Mean Deviation | 1.41 | |||
Semi Deviation | 1.13 | |||
Downside Deviation | 1.48 | |||
Coefficient Of Variation | 516.87 | |||
Standard Deviation | 2.21 | |||
Variance | 4.87 | |||
Information Ratio | 0.1371 | |||
Jensen Alpha | 0.1594 | |||
Total Risk Alpha | 0.0672 | |||
Sortino Ratio | 0.2044 | |||
Treynor Ratio | 0.1853 | |||
Maximum Drawdown | 16.5 | |||
Value At Risk | (2.39) | |||
Potential Upside | 3.38 | |||
Downside Variance | 2.19 | |||
Semi Variance | 1.27 | |||
Expected Short fall | (1.66) | |||
Skewness | 2.57 | |||
Kurtosis | 13.48 |