STRATSSM Certificates Risk Adjusted Performance

GJS Stock

USD 23.15 0.16 0.70%

STRATSSM Certificates risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for STRATSSM Certificates series or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening tools

STRATSSM Certificates series has current Risk Adjusted Performance of 0.0393.

RAP

(ER[a] - RFR) * STD[b])/STD[b]

RFR

0.0393

ER[a]	=	Expected return on investing in STRATSSM Certificates
RFR	=	Risk Free Rate of return. Typically T-Bill Rate
STD[b]	=	Standard Deviation of selected market or benchmark.

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STRATSSM Certificates Risk Adjusted Performance Peers Comparison

STRATSSM Risk Adjusted Performance Relative To Other Indicators

STRATSSM Certificates series is one of the top stocks in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 96.22 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for STRATSSM Certificates series is roughly 96.22

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STRATSSM Certificates Technical Signals

All STRATSSM Certificates 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	0.0393
	Market Risk Adjusted Performance	0.2473
	Mean Deviation	0.4392
	Semi Deviation	0.5884
	Downside Deviation	0.9218
	Coefficient Of Variation	1811.77
	Standard Deviation	0.6769
	Variance	0.4582
	Information Ratio	(0.09)
	Jensen Alpha	0.017
	Total Risk Alpha	(0.06)
	Sortino Ratio	(0.07)
	Treynor Ratio	0.2373
	Maximum Drawdown	3.78
	Value At Risk	(1.18)
	Potential Upside	1.01
	Downside Variance	0.8498
	Semi Variance	0.3462
	Expected Short fall	(0.67)
	Skewness	(0.82)
	Kurtosis	2.69

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