OAKTRSPECLENDNEW Risk Adjusted Performance
FFC0 Stock | 15.26 0.18 1.19% |
OAKTRSPECLENDNEW |
| = | 0.027 |
ER[a] | = | Expected return on investing in OAKTRSPECLENDNEW |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
OAKTRSPECLENDNEW Risk Adjusted Performance Peers Comparison
OAKTRSPECLENDNEW Risk Adjusted Performance Relative To Other Indicators
OAKTRSPECLENDNEW 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 325.86 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for OAKTRSPECLENDNEW is roughly 325.86
Risk Adjusted Performance |
Compare OAKTRSPECLENDNEW to Peers |
Thematic Opportunities
Explore Investment Opportunities
OAKTRSPECLENDNEW Technical Signals
All OAKTRSPECLENDNEW 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 | 0.027 | |||
Market Risk Adjusted Performance | (0.55) | |||
Mean Deviation | 1.07 | |||
Semi Deviation | 1.64 | |||
Downside Deviation | 1.79 | |||
Coefficient Of Variation | 3472.71 | |||
Standard Deviation | 1.53 | |||
Variance | 2.33 | |||
Information Ratio | (0.06) | |||
Jensen Alpha | 0.0416 | |||
Total Risk Alpha | (0.22) | |||
Sortino Ratio | (0.05) | |||
Treynor Ratio | (0.56) | |||
Maximum Drawdown | 8.8 | |||
Value At Risk | (2.36) | |||
Potential Upside | 1.87 | |||
Downside Variance | 3.21 | |||
Semi Variance | 2.69 | |||
Expected Short fall | (0.99) | |||
Skewness | (0.02) | |||
Kurtosis | 1.96 |