Alterity Therapeutics Risk Adjusted Performance
ATHE Stock | USD 4.57 1.66 57.04% |
Alterity |
| = | 0.2308 |
ER[a] | = | Expected return on investing in Alterity Therapeutics |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Alterity Therapeutics Risk Adjusted Performance Peers Comparison
Alterity Risk Adjusted Performance Relative To Other Indicators
Alterity Therapeutics is number one stock in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 179.09 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Alterity Therapeutics is roughly 179.09
Risk Adjusted Performance |
Compare Alterity Therapeutics to Peers |
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Alterity Therapeutics Technical Signals
All Alterity Therapeutics Technical Indicators
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Risk Adjusted Performance | 0.2308 | |||
Market Risk Adjusted Performance | (2.29) | |||
Mean Deviation | 6.5 | |||
Semi Deviation | 3.63 | |||
Downside Deviation | 5.14 | |||
Coefficient Of Variation | 376.98 | |||
Standard Deviation | 10.55 | |||
Variance | 111.35 | |||
Information Ratio | 0.2558 | |||
Jensen Alpha | 2.9 | |||
Total Risk Alpha | 1.65 | |||
Sortino Ratio | 0.5255 | |||
Treynor Ratio | (2.30) | |||
Maximum Drawdown | 41.33 | |||
Value At Risk | (6.45) | |||
Potential Upside | 17.5 | |||
Downside Variance | 26.38 | |||
Semi Variance | 13.17 | |||
Expected Short fall | (9.19) | |||
Skewness | 2.86 | |||
Kurtosis | 11.74 |