VANADIUMCORP RES Risk Adjusted Performance
NWNA Stock | 0.09 0.0005 0.53% |
VANADIUMCORP |
| = | 0.1239 |
ER[a] | = | Expected return on investing in VANADIUMCORP RES |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
VANADIUMCORP RES Risk Adjusted Performance Peers Comparison
VANADIUMCORP Risk Adjusted Performance Relative To Other Indicators
VANADIUMCORP RES is rated below average in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 1,848 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for VANADIUMCORP RES is roughly 1,848
Risk Adjusted Performance |
Compare VANADIUMCORP RES to Peers |
Thematic Opportunities
Explore Investment Opportunities
VANADIUMCORP RES Technical Signals
All VANADIUMCORP RES 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 | 0.1239 | |||
Market Risk Adjusted Performance | 4.59 | |||
Mean Deviation | 22.19 | |||
Semi Deviation | 23.96 | |||
Downside Deviation | 38.53 | |||
Coefficient Of Variation | 635.11 | |||
Standard Deviation | 37.44 | |||
Variance | 1401.98 | |||
Information Ratio | 0.1556 | |||
Jensen Alpha | 5.81 | |||
Total Risk Alpha | 2.9 | |||
Sortino Ratio | 0.1512 | |||
Treynor Ratio | 4.58 | |||
Maximum Drawdown | 228.95 | |||
Value At Risk | (46.25) | |||
Potential Upside | 80.0 | |||
Downside Variance | 1484.64 | |||
Semi Variance | 574.01 | |||
Expected Short fall | (35.16) | |||
Skewness | 1.37 | |||
Kurtosis | 4.53 |