Glucose Health Risk Adjusted Performance

GLUC Stock

USD 0.14 0.02 12.50%

Glucose Health risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Glucose Health or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening tools

Glucose Health has current Risk Adjusted Performance of 0.0252.

RAP

(ER[a] - RFR) * STD[b])/STD[b]

RFR

0.0252

ER[a]	=	Expected return on investing in Glucose Health
RFR	=	Risk Free Rate of return. Typically T-Bill Rate
STD[b]	=	Standard Deviation of selected market or benchmark.

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Glucose Health Risk Adjusted Performance Peers Comparison

Glucose Risk Adjusted Performance Relative To Other Indicators

Glucose Health is rated # 3 in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 3,093 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Glucose Health is roughly 3,093

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Glucose Health Technical Signals

All Glucose Health Technical Indicators

	Cycle Indicators
	Math Operators
	Math Transform
	Momentum Indicators
	Overlap Studies
	Pattern Recognition
	Price Transform
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	Risk Adjusted Performance	0.0252
	Market Risk Adjusted Performance	(0.24)
	Mean Deviation	10.85
	Semi Deviation	11.34
	Downside Deviation	17.17
	Coefficient Of Variation	4881.31
	Standard Deviation	16.17
	Variance	261.44
	Information Ratio	0.0125
	Jensen Alpha	0.4729
	Total Risk Alpha	(2.19)
	Sortino Ratio	0.0118
	Treynor Ratio	(0.25)
	Maximum Drawdown	77.94
	Value At Risk	(22.22)
	Potential Upside	26.67
	Downside Variance	294.94
	Semi Variance	128.7
	Expected Short fall	(21.40)
	Skewness	0.9713
	Kurtosis	1.69

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