Alien Metals Risk Adjusted Performance
ASLRF Stock | USD 0.0009 0 75.68% |
Alien |
| = | 0.1552 |
ER[a] | = | Expected return on investing in Alien Metals |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Alien Metals Risk Adjusted Performance Peers Comparison
Alien Risk Adjusted Performance Relative To Other Indicators
Alien Metals 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 14,119 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Alien Metals is roughly 14,119
Risk Adjusted Performance |
Compare Alien Metals to Peers |
Thematic Opportunities
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Alien Metals Technical Signals
All Alien Metals Technical Indicators
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Statistic Functions | ||
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Volume Indicators |
Risk Adjusted Performance | 0.1552 | |||
Market Risk Adjusted Performance | 0.8665 | |||
Mean Deviation | 121.94 | |||
Semi Deviation | 24.44 | |||
Downside Deviation | 61.41 | |||
Coefficient Of Variation | 575.71 | |||
Standard Deviation | 337.28 | |||
Variance | 113756.26 | |||
Information Ratio | 0.1736 | |||
Jensen Alpha | 57.23 | |||
Total Risk Alpha | 50.63 | |||
Sortino Ratio | 0.9536 | |||
Treynor Ratio | 0.8565 | |||
Maximum Drawdown | 2191.3 | |||
Value At Risk | (75.68) | |||
Potential Upside | 91.67 | |||
Downside Variance | 3770.77 | |||
Semi Variance | 597.54 | |||
Expected Short fall | (439.54) | |||
Skewness | 5.51 | |||
Kurtosis | 30.18 |