Freehold Royalties Risk Adjusted Performance
FRHLF Stock | USD 10.35 0.11 1.07% |
Freehold |
| = | 0.0576 |
ER[a] | = | Expected return on investing in Freehold Royalties |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Freehold Royalties Risk Adjusted Performance Peers Comparison
Freehold Risk Adjusted Performance Relative To Other Indicators
Freehold Royalties is rated # 4 in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 91.36 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Freehold Royalties is roughly 91.36
Risk Adjusted Performance |
Compare Freehold Royalties to Peers |
Thematic Opportunities
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Freehold Royalties Technical Signals
All Freehold Royalties Technical Indicators
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Statistic Functions | ||
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Volume Indicators |
Risk Adjusted Performance | 0.0576 | |||
Market Risk Adjusted Performance | 0.1962 | |||
Mean Deviation | 0.9733 | |||
Semi Deviation | 1.19 | |||
Downside Deviation | 1.25 | |||
Coefficient Of Variation | 1424.1 | |||
Standard Deviation | 1.22 | |||
Variance | 1.48 | |||
Information Ratio | (0.04) | |||
Jensen Alpha | 0.0265 | |||
Total Risk Alpha | (0.12) | |||
Sortino Ratio | (0.04) | |||
Treynor Ratio | 0.1862 | |||
Maximum Drawdown | 5.26 | |||
Value At Risk | (2.26) | |||
Potential Upside | 1.94 | |||
Downside Variance | 1.56 | |||
Semi Variance | 1.42 | |||
Expected Short fall | (1.03) | |||
Skewness | (0.33) | |||
Kurtosis | (0.19) |