Blockmate Ventures Risk Adjusted Performance

Stocks . Canada . 
Stock . Blockmate Ventures
MATE Stock   0.11  0.02  15.38%   
Blockmate Ventures risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Blockmate Ventures 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
  
Blockmate Ventures has current Risk Adjusted Performance of 0.1388.

RAP

 = 

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

RFR

 = 
0.1388
ER[a] = Expected return on investing in Blockmate Ventures
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.
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Blockmate Ventures Risk Adjusted Performance Peers Comparison

Blockmate Risk Adjusted Performance Relative To Other Indicators

Blockmate Ventures is regarded fifth in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  640.41  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Blockmate Ventures is roughly  640.41 
Compare Blockmate Ventures to Peers

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Blockmate Ventures Technical Signals

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Risk Adjusted Performance0.1388
Market Risk Adjusted Performance0.9652
Mean Deviation10.25
Semi Deviation7.02
Downside Deviation16.18
Coefficient Of Variation591.6
Standard Deviation17.85
Variance318.78
Information Ratio0.1613
Jensen Alpha2.61
Total Risk Alpha0.0275
Sortino Ratio0.178
Treynor Ratio0.9552
Maximum Drawdown88.89
Value At Risk(15.38)
Potential Upside50.0
Downside Variance261.85
Semi Variance49.3
Expected Short fall(36.86)
Skewness2.21
Kurtosis5.48
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