HAPAG-LLOYD UNSPADR Risk Adjusted Performance
HLAA Stock | EUR 67.00 1.50 2.19% |
HAPAG-LLOYD |
| = | 0.0202 |
ER[a] | = | Expected return on investing in HAPAG-LLOYD UNSPADR |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
HAPAG-LLOYD UNSPADR Risk Adjusted Performance Peers Comparison
HAPAG-LLOYD Risk Adjusted Performance Relative To Other Indicators
HAPAG LLOYD UNSPADR 12 is rated below average in risk adjusted performance category among its peers. It is rated # 4 in maximum drawdown category among its peers reporting about 860.40 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for HAPAG LLOYD UNSPADR 12 is roughly 860.40
Risk Adjusted Performance |
Compare HAPAG-LLOYD UNSPADR to Peers |
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HAPAG-LLOYD UNSPADR Technical Signals
All HAPAG-LLOYD UNSPADR Technical Indicators
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Risk Adjusted Performance | 0.0202 | |||
Market Risk Adjusted Performance | 0.0781 | |||
Mean Deviation | 2.82 | |||
Semi Deviation | 3.1 | |||
Downside Deviation | 3.38 | |||
Coefficient Of Variation | 6718.94 | |||
Standard Deviation | 3.68 | |||
Variance | 13.55 | |||
Information Ratio | 0.0068 | |||
Jensen Alpha | 0.0318 | |||
Total Risk Alpha | (0.04) | |||
Sortino Ratio | 0.0074 | |||
Treynor Ratio | 0.0681 | |||
Maximum Drawdown | 17.38 | |||
Value At Risk | (5.73) | |||
Potential Upside | 7.19 | |||
Downside Variance | 11.44 | |||
Semi Variance | 9.58 | |||
Expected Short fall | (3.50) | |||
Skewness | 0.4748 | |||
Kurtosis | 0.1758 |