Mydecine Innovations Risk Adjusted Performance

MYCOF Stock

USD 0.01 0.0005 10.00%

Mydecine Innovations risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Mydecine Innovations Group 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

Mydecine Innovations Group has current Risk Adjusted Performance of 0.1301.

RAP

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

RFR

0.1301

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

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Mydecine Innovations Risk Adjusted Performance Peers Comparison

Mydecine Risk Adjusted Performance Relative To Other Indicators

Mydecine Innovations Group is regarded second in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 1,525 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Mydecine Innovations Group is roughly 1,525

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Mydecine Innovations Technical Signals

All Mydecine Innovations Technical Indicators

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	Risk Adjusted Performance	0.1301
	Market Risk Adjusted Performance	(0.94)
	Mean Deviation	30.27
	Semi Deviation	25.19
	Downside Deviation	38.95
	Coefficient Of Variation	635.83
	Standard Deviation	42.55
	Variance	1810.51
	Information Ratio	0.1542
	Jensen Alpha	7.53
	Total Risk Alpha	(0.02)
	Sortino Ratio	0.1684
	Treynor Ratio	(0.95)
	Maximum Drawdown	198.41
	Value At Risk	(50.00)
	Potential Upside	100.0
	Downside Variance	1517.48
	Semi Variance	634.67
	Expected Short fall	(51.86)
	Skewness	1.17
	Kurtosis	1.85

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