Ecofibre Risk Adjusted Performance
EOF Stock | 0.04 0 4.76% |
Ecofibre |
| = | 0.0934 |
ER[a] | = | Expected return on investing in Ecofibre |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Ecofibre Risk Adjusted Performance Peers Comparison
Ecofibre Risk Adjusted Performance Relative To Other Indicators
Ecofibre is rated # 3 in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 513.13 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Ecofibre is roughly 513.13
Risk Adjusted Performance |
Compare Ecofibre to Peers |
Thematic Opportunities
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Ecofibre Technical Signals
All Ecofibre Technical Indicators
Cycle Indicators | ||
Math Operators | ||
Math Transform | ||
Momentum Indicators | ||
Overlap Studies | ||
Pattern Recognition | ||
Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
Risk Adjusted Performance | 0.0934 | |||
Market Risk Adjusted Performance | (0.33) | |||
Mean Deviation | 5.61 | |||
Semi Deviation | 5.65 | |||
Downside Deviation | 9.17 | |||
Coefficient Of Variation | 909.35 | |||
Standard Deviation | 8.6 | |||
Variance | 73.94 | |||
Information Ratio | 0.0954 | |||
Jensen Alpha | 1.25 | |||
Total Risk Alpha | (0.36) | |||
Sortino Ratio | 0.0895 | |||
Treynor Ratio | (0.34) | |||
Maximum Drawdown | 47.93 | |||
Value At Risk | (13.16) | |||
Potential Upside | 20.0 | |||
Downside Variance | 84.0 | |||
Semi Variance | 31.9 | |||
Expected Short fall | (10.69) | |||
Skewness | 0.8847 | |||
Kurtosis | 2.19 |