Aftermath Silver Risk Adjusted Performance
AAG Stock | 0.47 0.03 6.82% |
Aftermath |
| = | 0.0771 |
ER[a] | = | Expected return on investing in Aftermath Silver |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Aftermath Silver Risk Adjusted Performance Peers Comparison
Aftermath Risk Adjusted Performance Relative To Other Indicators
Aftermath Silver 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 378.54 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Aftermath Silver is roughly 378.54
Risk Adjusted Performance |
Compare Aftermath Silver to Peers |
Thematic Opportunities
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Aftermath Silver Technical Signals
All Aftermath Silver Technical Indicators
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Statistic Functions | ||
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Volume Indicators |
Risk Adjusted Performance | 0.0771 | |||
Market Risk Adjusted Performance | (0.66) | |||
Mean Deviation | 4.92 | |||
Semi Deviation | 4.86 | |||
Downside Deviation | 5.95 | |||
Coefficient Of Variation | 1122.13 | |||
Standard Deviation | 6.1 | |||
Variance | 37.19 | |||
Information Ratio | 0.0677 | |||
Jensen Alpha | 0.6302 | |||
Total Risk Alpha | (0.43) | |||
Sortino Ratio | 0.0694 | |||
Treynor Ratio | (0.67) | |||
Maximum Drawdown | 29.19 | |||
Value At Risk | (8.11) | |||
Potential Upside | 11.11 | |||
Downside Variance | 35.39 | |||
Semi Variance | 23.66 | |||
Expected Short fall | (6.55) | |||
Skewness | 0.3474 | |||
Kurtosis | (0.26) |