Search Minerals Risk Adjusted Performance
SHCMF Stock | USD 0.01 0.02 65.22% |
Search |
| = | 0.0901 |
ER[a] | = | Expected return on investing in Search Minerals |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Search Minerals Risk Adjusted Performance Peers Comparison
Search Risk Adjusted Performance Relative To Other Indicators
Search Minerals is currently regarded as top stock in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 6,343 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Search Minerals is roughly 6,343
Risk Adjusted Performance |
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Search Minerals Technical Signals
All Search Minerals Technical Indicators
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Risk Adjusted Performance | 0.0901 | |||
Market Risk Adjusted Performance | 0.1689 | |||
Mean Deviation | 22.44 | |||
Semi Deviation | 15.48 | |||
Downside Deviation | 40.91 | |||
Coefficient Of Variation | 952.53 | |||
Standard Deviation | 68.86 | |||
Variance | 4741.75 | |||
Information Ratio | 0.1031 | |||
Jensen Alpha | 1.75 | |||
Total Risk Alpha | (3.63) | |||
Sortino Ratio | 0.1735 | |||
Treynor Ratio | 0.1589 | |||
Maximum Drawdown | 571.47 | |||
Value At Risk | (36.00) | |||
Potential Upside | 32.14 | |||
Downside Variance | 1673.6 | |||
Semi Variance | 239.67 | |||
Expected Short fall | (128.66) | |||
Skewness | 6.3 | |||
Kurtosis | 44.39 |