Maxwell Resource Risk Adjusted Performance
BCDS Stock | USD 0.01 0 23.00% |
Maxwell |
| = | 0.1578 |
ER[a] | = | Expected return on investing in Maxwell Resource |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Maxwell Resource Risk Adjusted Performance Peers Comparison
Maxwell Risk Adjusted Performance Relative To Other Indicators
Maxwell Resource 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 2,646 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Maxwell Resource is roughly 2,646
Risk Adjusted Performance |
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Thematic Opportunities
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Maxwell Resource Technical Signals
All Maxwell Resource Technical Indicators
Cycle Indicators | ||
Math Operators | ||
Math Transform | ||
Momentum Indicators | ||
Overlap Studies | ||
Pattern Recognition | ||
Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
Risk Adjusted Performance | 0.1578 | |||
Market Risk Adjusted Performance | (3.18) | |||
Mean Deviation | 30.09 | |||
Semi Deviation | 18.19 | |||
Downside Deviation | 28.37 | |||
Coefficient Of Variation | 564.47 | |||
Standard Deviation | 58.23 | |||
Variance | 3391.0 | |||
Information Ratio | 0.1754 | |||
Jensen Alpha | 10.6 | |||
Total Risk Alpha | 4.04 | |||
Sortino Ratio | 0.3601 | |||
Treynor Ratio | (3.19) | |||
Maximum Drawdown | 417.5 | |||
Value At Risk | (50.00) | |||
Potential Upside | 100.0 | |||
Downside Variance | 805.07 | |||
Semi Variance | 331.06 | |||
Expected Short fall | (61.77) | |||
Skewness | 4.36 | |||
Kurtosis | 25.24 |