Westgold Resources Risk Adjusted Performance
0W2 Stock | EUR 1.57 0.02 1.26% |
Westgold |
| = | 0.0253 |
ER[a] | = | Expected return on investing in Westgold Resources |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Westgold Resources Risk Adjusted Performance Peers Comparison
Westgold Risk Adjusted Performance Relative To Other Indicators
Westgold Resources is rated second in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 906.98 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Westgold Resources is roughly 906.98
Risk Adjusted Performance |
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Westgold Resources Technical Signals
All Westgold Resources Technical Indicators
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Statistic Functions | ||
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Volume Indicators |
Risk Adjusted Performance | 0.0253 | |||
Market Risk Adjusted Performance | 31.08 | |||
Mean Deviation | 3.14 | |||
Semi Deviation | 4.16 | |||
Downside Deviation | 4.59 | |||
Coefficient Of Variation | 4869.73 | |||
Standard Deviation | 4.12 | |||
Variance | 16.96 | |||
Information Ratio | 0.0117 | |||
Jensen Alpha | 0.0745 | |||
Total Risk Alpha | (0.05) | |||
Sortino Ratio | 0.0105 | |||
Treynor Ratio | 31.07 | |||
Maximum Drawdown | 22.95 | |||
Value At Risk | (6.97) | |||
Potential Upside | 4.95 | |||
Downside Variance | 21.11 | |||
Semi Variance | 17.3 | |||
Expected Short fall | (3.43) | |||
Skewness | (0.40) | |||
Kurtosis | 0.9115 |