Progressive Corp Risk Adjusted Performance
PGR Stock | USD 266.06 2.62 0.99% |
Progressive |
| = | 0.106 |
ER[a] | = | Expected return on investing in Progressive Corp |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Progressive Corp Risk Adjusted Performance Peers Comparison
Progressive Risk Adjusted Performance Relative To Other Indicators
Progressive Corp 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 58.97 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Progressive Corp is roughly 58.97
Risk Adjusted Performance |
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Progressive Corp Technical Signals
All Progressive Corp Technical Indicators
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Risk Adjusted Performance | 0.106 | |||
Market Risk Adjusted Performance | 0.1879 | |||
Mean Deviation | 0.9047 | |||
Semi Deviation | 0.9966 | |||
Downside Deviation | 1.13 | |||
Coefficient Of Variation | 746.48 | |||
Standard Deviation | 1.24 | |||
Variance | 1.54 | |||
Information Ratio | 0.0459 | |||
Jensen Alpha | 0.069 | |||
Total Risk Alpha | (0.01) | |||
Sortino Ratio | 0.0503 | |||
Treynor Ratio | 0.1779 | |||
Maximum Drawdown | 6.25 | |||
Value At Risk | (1.58) | |||
Potential Upside | 2.45 | |||
Downside Variance | 1.29 | |||
Semi Variance | 0.9932 | |||
Expected Short fall | (1.01) | |||
Skewness | 0.2612 | |||
Kurtosis | 2.24 |