Diversified Royalty Risk Adjusted Performance
BEVFF Stock | USD 2.16 0.02 0.93% |
Diversified |
| = | 0.0735 |
ER[a] | = | Expected return on investing in Diversified Royalty |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Diversified Royalty Risk Adjusted Performance Peers Comparison
Diversified Risk Adjusted Performance Relative To Other Indicators
Diversified Royalty Corp is rated fourth in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 77.03 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Diversified Royalty Corp is roughly 77.03
Risk Adjusted Performance |
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Diversified Royalty Technical Signals
All Diversified Royalty Technical Indicators
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Statistic Functions | ||
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Risk Adjusted Performance | 0.0735 | |||
Market Risk Adjusted Performance | 0.1317 | |||
Mean Deviation | 0.6839 | |||
Semi Deviation | 0.6422 | |||
Downside Deviation | 1.07 | |||
Coefficient Of Variation | 1077.47 | |||
Standard Deviation | 0.9946 | |||
Variance | 0.9893 | |||
Information Ratio | (0.04) | |||
Jensen Alpha | 6.0E-4 | |||
Total Risk Alpha | (0.07) | |||
Sortino Ratio | (0.04) | |||
Treynor Ratio | 0.1217 | |||
Maximum Drawdown | 5.66 | |||
Value At Risk | (1.38) | |||
Potential Upside | 1.49 | |||
Downside Variance | 1.15 | |||
Semi Variance | 0.4124 | |||
Expected Short fall | (1.12) | |||
Skewness | 1.06 | |||
Kurtosis | 3.88 |