Duckhorn Portfolio Risk Adjusted Performance
NAPA Stock | USD 11.02 0.02 0.18% |
Duckhorn |
| = | 0.0882 |
ER[a] | = | Expected return on investing in Duckhorn Portfolio |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Duckhorn Portfolio Risk Adjusted Performance Peers Comparison
Duckhorn Risk Adjusted Performance Relative To Other Indicators
Duckhorn Portfolio is regarded second in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 1,171 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Duckhorn Portfolio is roughly 1,171
Risk Adjusted Performance |
Compare Duckhorn Portfolio to Peers |
Thematic Opportunities
Explore Investment Opportunities
Duckhorn Portfolio Technical Signals
All Duckhorn Portfolio 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 | 0.0882 | |||
Market Risk Adjusted Performance | (0.49) | |||
Mean Deviation | 3.2 | |||
Semi Deviation | 0.5386 | |||
Downside Deviation | 1.79 | |||
Coefficient Of Variation | 970.69 | |||
Standard Deviation | 12.75 | |||
Variance | 162.69 | |||
Information Ratio | 0.0922 | |||
Jensen Alpha | 1.64 | |||
Total Risk Alpha | (0.83) | |||
Sortino Ratio | 0.6572 | |||
Treynor Ratio | (0.50) | |||
Maximum Drawdown | 103.32 | |||
Value At Risk | (1.96) | |||
Potential Upside | 1.57 | |||
Downside Variance | 3.2 | |||
Semi Variance | 0.2901 | |||
Expected Short fall | (4.00) | |||
Skewness | 7.98 | |||
Kurtosis | 64.43 |