Transpacific Broadband Risk Adjusted Performance
TBGI Stock | 0.14 0.01 6.67% |
Transpacific |
| = | 0.0238 |
ER[a] | = | Expected return on investing in Transpacific Broadband |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Transpacific Broadband Risk Adjusted Performance Peers Comparison
Transpacific Risk Adjusted Performance Relative To Other Indicators
Transpacific Broadband 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 623.33 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Transpacific Broadband Group is roughly 623.33
Risk Adjusted Performance |
Compare Transpacific Broadband to Peers |
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Transpacific Broadband Technical Signals
All Transpacific Broadband Technical Indicators
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Statistic Functions | ||
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Risk Adjusted Performance | 0.0238 | |||
Market Risk Adjusted Performance | (0.88) | |||
Mean Deviation | 2.04 | |||
Semi Deviation | 2.81 | |||
Downside Deviation | 7.47 | |||
Coefficient Of Variation | 5291.14 | |||
Standard Deviation | 3.85 | |||
Variance | 14.8 | |||
Information Ratio | 0.0094 | |||
Jensen Alpha | 0.0646 | |||
Total Risk Alpha | (0.06) | |||
Sortino Ratio | 0.0049 | |||
Treynor Ratio | (0.89) | |||
Maximum Drawdown | 14.84 | |||
Value At Risk | (7.14) | |||
Potential Upside | 7.69 | |||
Downside Variance | 55.75 | |||
Semi Variance | 7.89 | |||
Expected Short fall | (7.57) | |||
Skewness | 0.1565 | |||
Kurtosis | 0.839 |