Manulife Financial Risk Adjusted Performance
MLU Stock | EUR 30.10 0.28 0.92% |
Manulife |
| = | 0.1866 |
ER[a] | = | Expected return on investing in Manulife Financial |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Manulife Financial Risk Adjusted Performance Peers Comparison
Manulife Risk Adjusted Performance Relative To Other Indicators
Manulife Financial is regarded third in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 38.10 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Manulife Financial is roughly 38.10
Risk Adjusted Performance |
Compare Manulife Financial to Peers |
Thematic Opportunities
Explore Investment Opportunities
Manulife Financial Technical Signals
All Manulife Financial 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 | 0.1866 | |||
Market Risk Adjusted Performance | 0.9959 | |||
Mean Deviation | 0.9706 | |||
Semi Deviation | 0.8171 | |||
Downside Deviation | 1.18 | |||
Coefficient Of Variation | 397.0 | |||
Standard Deviation | 1.34 | |||
Variance | 1.81 | |||
Information Ratio | 0.1593 | |||
Jensen Alpha | 0.2906 | |||
Total Risk Alpha | 0.1157 | |||
Sortino Ratio | 0.1812 | |||
Treynor Ratio | 0.9859 | |||
Maximum Drawdown | 7.11 | |||
Value At Risk | (2.00) | |||
Potential Upside | 2.69 | |||
Downside Variance | 1.4 | |||
Semi Variance | 0.6676 | |||
Expected Short fall | (1.13) | |||
Skewness | 0.2631 | |||
Kurtosis | 1.63 |