Scandinavian Investment Risk Adjusted Performance
SIG Stock | DKK 3.30 0.08 2.37% |
Scandinavian |
| = | 0.0304 |
ER[a] | = | Expected return on investing in Scandinavian Investment |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Scandinavian Investment Risk Adjusted Performance Peers Comparison
Scandinavian Risk Adjusted Performance Relative To Other Indicators
Scandinavian Investment Group is rated third in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 184.33 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Scandinavian Investment Group is roughly 184.33
Risk Adjusted Performance |
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Scandinavian Investment Technical Signals
All Scandinavian Investment Technical Indicators
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Statistic Functions | ||
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Volume Indicators |
Risk Adjusted Performance | 0.0304 | |||
Market Risk Adjusted Performance | (0.37) | |||
Mean Deviation | 0.9283 | |||
Semi Deviation | 1.11 | |||
Downside Deviation | 1.61 | |||
Coefficient Of Variation | 2912.45 | |||
Standard Deviation | 1.3 | |||
Variance | 1.69 | |||
Information Ratio | (0.06) | |||
Jensen Alpha | 0.0454 | |||
Total Risk Alpha | (0.17) | |||
Sortino Ratio | (0.05) | |||
Treynor Ratio | (0.38) | |||
Maximum Drawdown | 5.6 | |||
Value At Risk | (1.86) | |||
Potential Upside | 2.48 | |||
Downside Variance | 2.6 | |||
Semi Variance | 1.22 | |||
Expected Short fall | (1.32) | |||
Skewness | 0.0071 | |||
Kurtosis | 0.4561 |