Aerovate Therapeutics Risk Adjusted Performance
AVTE Stock | USD 2.58 0.15 6.17% |
Aerovate |
| = | 0.0899 |
ER[a] | = | Expected return on investing in Aerovate Therapeutics |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Aerovate Therapeutics Risk Adjusted Performance Peers Comparison
Aerovate Risk Adjusted Performance Relative To Other Indicators
Aerovate 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 212.61 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Aerovate Therapeutics is roughly 212.61
Risk Adjusted Performance |
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Aerovate Therapeutics Technical Signals
All Aerovate Therapeutics Technical Indicators
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Risk Adjusted Performance | 0.0899 | |||
Market Risk Adjusted Performance | 0.8356 | |||
Mean Deviation | 2.22 | |||
Semi Deviation | 1.96 | |||
Downside Deviation | 2.25 | |||
Coefficient Of Variation | 1015.56 | |||
Standard Deviation | 3.45 | |||
Variance | 11.91 | |||
Information Ratio | 0.0899 | |||
Jensen Alpha | 0.322 | |||
Total Risk Alpha | 0.2485 | |||
Sortino Ratio | 0.1376 | |||
Treynor Ratio | 0.8256 | |||
Maximum Drawdown | 19.11 | |||
Value At Risk | (3.31) | |||
Potential Upside | 6.17 | |||
Downside Variance | 5.08 | |||
Semi Variance | 3.84 | |||
Expected Short fall | (3.27) | |||
Skewness | 1.98 | |||
Kurtosis | 5.9 |