Tectonic Financial Risk Adjusted Performance
TECTP Preferred Stock | USD 10.68 0.03 0.28% |
Tectonic |
| = | 0.0674 |
ER[a] | = | Expected return on investing in Tectonic Financial |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Tectonic Financial Risk Adjusted Performance Peers Comparison
Tectonic Risk Adjusted Performance Relative To Other Indicators
Tectonic Financial PR 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 82.39 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Tectonic Financial PR is roughly 82.39
Risk Adjusted Performance |
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Tectonic Financial Technical Signals
All Tectonic Financial Technical Indicators
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Statistic Functions | ||
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Volume Indicators |
Risk Adjusted Performance | 0.0674 | |||
Market Risk Adjusted Performance | 0.7653 | |||
Mean Deviation | 0.5345 | |||
Semi Deviation | 0.7986 | |||
Downside Deviation | 1.12 | |||
Coefficient Of Variation | 1250.52 | |||
Standard Deviation | 0.9242 | |||
Variance | 0.8541 | |||
Information Ratio | (0.03) | |||
Jensen Alpha | 0.0565 | |||
Total Risk Alpha | (0.03) | |||
Sortino Ratio | (0.02) | |||
Treynor Ratio | 0.7553 | |||
Maximum Drawdown | 5.55 | |||
Value At Risk | (1.26) | |||
Potential Upside | 1.17 | |||
Downside Variance | 1.25 | |||
Semi Variance | 0.6378 | |||
Expected Short fall | (0.66) | |||
Skewness | 0.0368 | |||
Kurtosis | 5.33 |