Triton International Risk Adjusted Performance
TRTN-PA Preferred Stock | USD 25.49 0.01 0.04% |
Triton |
| = | 0.0233 |
ER[a] | = | Expected return on investing in Triton International |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Triton International Risk Adjusted Performance Peers Comparison
Triton Risk Adjusted Performance Relative To Other Indicators
Triton International Limited is rated third in risk adjusted performance category among its peers. It is rated third in maximum drawdown category among its peers reporting about 69.05 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Triton International Limited is roughly 69.05
Risk Adjusted Performance |
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Triton International Technical Signals
All Triton International Technical Indicators
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Risk Adjusted Performance | 0.0233 | |||
Market Risk Adjusted Performance | (0.23) | |||
Mean Deviation | 0.2031 | |||
Semi Deviation | 0.2215 | |||
Downside Deviation | 0.2815 | |||
Coefficient Of Variation | 2023.32 | |||
Standard Deviation | 0.2988 | |||
Variance | 0.0893 | |||
Information Ratio | (0.28) | |||
Jensen Alpha | 0.0066 | |||
Total Risk Alpha | (0.03) | |||
Sortino Ratio | (0.30) | |||
Treynor Ratio | (0.24) | |||
Maximum Drawdown | 1.61 | |||
Value At Risk | (0.43) | |||
Potential Upside | 0.6334 | |||
Downside Variance | 0.0792 | |||
Semi Variance | 0.0491 | |||
Expected Short fall | (0.25) | |||
Skewness | 0.4306 | |||
Kurtosis | 2.15 |