SmartSet Automation Risk Adjusted Performance
SLDC Stock | USD 0 0.0001 7.14% |
SmartSet |
| = | 0.0392 |
ER[a] | = | Expected return on investing in SmartSet Automation |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
SmartSet Automation Risk Adjusted Performance Peers Comparison
SmartSet Risk Adjusted Performance Relative To Other Indicators
SmartSet Automation LLC is rated below average in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 1,385 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for SmartSet Automation LLC is roughly 1,385
Risk Adjusted Performance |
Compare SmartSet Automation to Peers |
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SmartSet Automation Technical Signals
All SmartSet Automation Technical Indicators
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Statistic Functions | ||
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Risk Adjusted Performance | 0.0392 | |||
Market Risk Adjusted Performance | 0.7843 | |||
Mean Deviation | 7.89 | |||
Semi Deviation | 9.04 | |||
Downside Deviation | 13.45 | |||
Coefficient Of Variation | 2566.64 | |||
Standard Deviation | 11.4 | |||
Variance | 129.87 | |||
Information Ratio | 0.0275 | |||
Jensen Alpha | 0.3663 | |||
Total Risk Alpha | (1.36) | |||
Sortino Ratio | 0.0233 | |||
Treynor Ratio | 0.7743 | |||
Maximum Drawdown | 54.3 | |||
Value At Risk | (22.22) | |||
Potential Upside | 21.43 | |||
Downside Variance | 180.8 | |||
Semi Variance | 81.73 | |||
Expected Short fall | (12.84) | |||
Skewness | 0.3451 | |||
Kurtosis | 0.9891 |