Aiadvertising Risk Adjusted Performance
AIAD Stock | USD 0 0.0002 5.26% |
Aiadvertising |
| = | 0.1344 |
ER[a] | = | Expected return on investing in Aiadvertising |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Aiadvertising Risk Adjusted Performance Peers Comparison
Aiadvertising Risk Adjusted Performance Relative To Other Indicators
Aiadvertising 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 1,663 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Aiadvertising is roughly 1,663
Risk Adjusted Performance |
Compare Aiadvertising to Peers |
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Aiadvertising Technical Signals
All Aiadvertising Technical Indicators
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Statistic Functions | ||
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Volume Indicators |
Risk Adjusted Performance | 0.1344 | |||
Market Risk Adjusted Performance | (7.19) | |||
Mean Deviation | 15.39 | |||
Semi Deviation | 11.32 | |||
Downside Deviation | 14.22 | |||
Coefficient Of Variation | 672.56 | |||
Standard Deviation | 28.74 | |||
Variance | 825.91 | |||
Information Ratio | 0.1459 | |||
Jensen Alpha | 4.3 | |||
Total Risk Alpha | 1.91 | |||
Sortino Ratio | 0.2949 | |||
Treynor Ratio | (7.20) | |||
Maximum Drawdown | 223.56 | |||
Value At Risk | (20.00) | |||
Potential Upside | 48.57 | |||
Downside Variance | 202.28 | |||
Semi Variance | 128.08 | |||
Expected Short fall | (23.66) | |||
Skewness | 4.23 | |||
Kurtosis | 24.93 |