Sienna Resources Risk Adjusted Performance
SIE Stock | CAD 0.03 0.01 25.00% |
Sienna |
| = | 0.0432 |
ER[a] | = | Expected return on investing in Sienna Resources |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Sienna Resources Risk Adjusted Performance Peers Comparison
Sienna Risk Adjusted Performance Relative To Other Indicators
Sienna Resources is currently regarded as top stock in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 1,350 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Sienna Resources is roughly 1,350
Risk Adjusted Performance |
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Sienna Resources Technical Signals
All Sienna Resources Technical Indicators
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Risk Adjusted Performance | 0.0432 | |||
Market Risk Adjusted Performance | 0.3184 | |||
Mean Deviation | 7.93 | |||
Semi Deviation | 9.9 | |||
Downside Deviation | 26.52 | |||
Coefficient Of Variation | 2364.81 | |||
Standard Deviation | 14.93 | |||
Variance | 222.89 | |||
Information Ratio | 0.0401 | |||
Jensen Alpha | 0.5766 | |||
Total Risk Alpha | 0.2057 | |||
Sortino Ratio | 0.0226 | |||
Treynor Ratio | 0.3084 | |||
Maximum Drawdown | 58.33 | |||
Value At Risk | (25.00) | |||
Potential Upside | 33.33 | |||
Downside Variance | 703.13 | |||
Semi Variance | 98.04 | |||
Expected Short fall | (33.33) | |||
Skewness | 0.6113 | |||
Kurtosis | 1.28 |