Vontobel Holding Risk Adjusted Performance
VONN Stock | CHF 62.50 0.10 0.16% |
Vontobel |
| = | 0.1755 |
ER[a] | = | Expected return on investing in Vontobel Holding |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Vontobel Holding Risk Adjusted Performance Peers Comparison
Vontobel Risk Adjusted Performance Relative To Other Indicators
Vontobel Holding is rated first in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 25.37 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Vontobel Holding is roughly 25.37
Risk Adjusted Performance |
Compare Vontobel Holding to Peers |
Thematic Opportunities
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Vontobel Holding Technical Signals
All Vontobel Holding Technical Indicators
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Statistic Functions | ||
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Volume Indicators |
Risk Adjusted Performance | 0.1755 | |||
Market Risk Adjusted Performance | (1.31) | |||
Mean Deviation | 0.6546 | |||
Semi Deviation | 0.4855 | |||
Downside Deviation | 1.02 | |||
Coefficient Of Variation | 418.23 | |||
Standard Deviation | 0.9213 | |||
Variance | 0.8488 | |||
Information Ratio | 0.1304 | |||
Jensen Alpha | 0.2246 | |||
Total Risk Alpha | 0.0958 | |||
Sortino Ratio | 0.1175 | |||
Treynor Ratio | (1.32) | |||
Maximum Drawdown | 4.45 | |||
Value At Risk | (1.38) | |||
Potential Upside | 2.0 | |||
Downside Variance | 1.05 | |||
Semi Variance | 0.2357 | |||
Expected Short fall | (0.84) | |||
Skewness | 0.1803 | |||
Kurtosis | 1.1 |