Tactical Resources Risk Adjusted Performance
USREF Stock | USD 0.20 0.01 4.76% |
Tactical |
| = | 0.1174 |
ER[a] | = | Expected return on investing in Tactical Resources |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Tactical Resources Risk Adjusted Performance Peers Comparison
Tactical Risk Adjusted Performance Relative To Other Indicators
Tactical Resources Corp 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 5,063 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Tactical Resources Corp is roughly 5,063
Risk Adjusted Performance |
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Tactical Resources Technical Signals
All Tactical Resources Technical Indicators
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Risk Adjusted Performance | 0.1174 | |||
Market Risk Adjusted Performance | (1.35) | |||
Mean Deviation | 26.23 | |||
Semi Deviation | 14.35 | |||
Downside Deviation | 36.78 | |||
Coefficient Of Variation | 780.57 | |||
Standard Deviation | 78.76 | |||
Variance | 6202.59 | |||
Information Ratio | 0.1271 | |||
Jensen Alpha | 10.59 | |||
Total Risk Alpha | 3.63 | |||
Sortino Ratio | 0.2722 | |||
Treynor Ratio | (1.36) | |||
Maximum Drawdown | 594.35 | |||
Value At Risk | (20.00) | |||
Potential Upside | 13.64 | |||
Downside Variance | 1352.76 | |||
Semi Variance | 206.02 | |||
Expected Short fall | (109.53) | |||
Skewness | 5.82 | |||
Kurtosis | 36.59 |