Cartier Resources Risk Adjusted Performance
ECRFF Stock | USD 0.08 0.01 10.71% |
Cartier |
| = | 0.0911 |
ER[a] | = | Expected return on investing in Cartier Resources |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Cartier Resources Risk Adjusted Performance Peers Comparison
Cartier Risk Adjusted Performance Relative To Other Indicators
Cartier Resources is rated # 4 in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 640.32 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Cartier Resources is roughly 640.32
Risk Adjusted Performance |
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Cartier Resources Technical Signals
All Cartier Resources Technical Indicators
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Risk Adjusted Performance | 0.0911 | |||
Market Risk Adjusted Performance | (3.09) | |||
Mean Deviation | 8.04 | |||
Semi Deviation | 8.05 | |||
Downside Deviation | 14.9 | |||
Coefficient Of Variation | 883.34 | |||
Standard Deviation | 11.5 | |||
Variance | 132.14 | |||
Information Ratio | 0.1024 | |||
Jensen Alpha | 1.34 | |||
Total Risk Alpha | (0.53) | |||
Sortino Ratio | 0.079 | |||
Treynor Ratio | (3.10) | |||
Maximum Drawdown | 58.33 | |||
Value At Risk | (14.29) | |||
Potential Upside | 25.0 | |||
Downside Variance | 221.91 | |||
Semi Variance | 64.77 | |||
Expected Short fall | (16.04) | |||
Skewness | 0.3886 | |||
Kurtosis | 0.4654 |