TerraVest Industries Risk Adjusted Performance
TRRVF Stock | USD 84.10 0.39 0.46% |
TerraVest |
| = | 0.1036 |
ER[a] | = | Expected return on investing in TerraVest Industries |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
TerraVest Industries Risk Adjusted Performance Peers Comparison
TerraVest Risk Adjusted Performance Relative To Other Indicators
TerraVest Industries is rated third in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 131.28 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for TerraVest Industries is roughly 131.28
Risk Adjusted Performance |
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TerraVest Industries Technical Signals
All TerraVest Industries Technical Indicators
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Risk Adjusted Performance | 0.1036 | |||
Market Risk Adjusted Performance | 0.8617 | |||
Mean Deviation | 1.28 | |||
Semi Deviation | 1.78 | |||
Downside Deviation | 3.16 | |||
Coefficient Of Variation | 747.3 | |||
Standard Deviation | 2.33 | |||
Variance | 5.41 | |||
Information Ratio | 0.0803 | |||
Jensen Alpha | 0.2608 | |||
Total Risk Alpha | (0.07) | |||
Sortino Ratio | 0.0592 | |||
Treynor Ratio | 0.8517 | |||
Maximum Drawdown | 13.6 | |||
Value At Risk | (3.80) | |||
Potential Upside | 3.84 | |||
Downside Variance | 9.96 | |||
Semi Variance | 3.16 | |||
Expected Short fall | (1.91) | |||
Skewness | (0.20) | |||
Kurtosis | 8.31 |