WA Kaolin Risk Adjusted Performance
WAK Stock | 0.06 0 3.51% |
WAK |
| = | 0.0787 |
ER[a] | = | Expected return on investing in WA Kaolin |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
WA Kaolin Risk Adjusted Performance Peers Comparison
WAK Risk Adjusted Performance Relative To Other Indicators
WA Kaolin is rated fifth in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 194.29 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for WA Kaolin is roughly 194.29
Risk Adjusted Performance |
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WA Kaolin Technical Signals
All WA Kaolin Technical Indicators
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Statistic Functions | ||
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Risk Adjusted Performance | 0.0787 | |||
Market Risk Adjusted Performance | (0.39) | |||
Mean Deviation | 2.13 | |||
Semi Deviation | 2.51 | |||
Downside Deviation | 4.78 | |||
Coefficient Of Variation | 1076.59 | |||
Standard Deviation | 3.27 | |||
Variance | 10.68 | |||
Information Ratio | 0.0508 | |||
Jensen Alpha | 0.3871 | |||
Total Risk Alpha | (0.25) | |||
Sortino Ratio | 0.0347 | |||
Treynor Ratio | (0.40) | |||
Maximum Drawdown | 15.29 | |||
Value At Risk | (5.88) | |||
Potential Upside | 7.27 | |||
Downside Variance | 22.83 | |||
Semi Variance | 6.29 | |||
Expected Short fall | (3.82) | |||
Skewness | 0.0789 | |||
Kurtosis | 1.33 |