XORTX Therapeutics Risk Adjusted Performance
XRTX Stock | 1.73 0.15 7.98% |
XORTX |
| = | 0.0498 |
ER[a] | = | Expected return on investing in XORTX Therapeutics |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
XORTX Risk Adjusted Performance Relative To Other Indicators
XORTX Therapeutics is rated first in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 3,216 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for XORTX Therapeutics is roughly 3,216
Risk Adjusted Performance |
Compare XORTX Therapeutics to Peers |
Thematic Opportunities
Explore Investment Opportunities
XORTX Therapeutics Technical Signals
All XORTX Therapeutics Technical Indicators
Cycle Indicators | ||
Math Operators | ||
Math Transform | ||
Momentum Indicators | ||
Overlap Studies | ||
Pattern Recognition | ||
Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
Risk Adjusted Performance | 0.0498 | |||
Market Risk Adjusted Performance | 0.4119 | |||
Mean Deviation | 7.19 | |||
Semi Deviation | 7.18 | |||
Downside Deviation | 8.72 | |||
Coefficient Of Variation | 1908.62 | |||
Standard Deviation | 18.18 | |||
Variance | 330.46 | |||
Information Ratio | 0.0452 | |||
Jensen Alpha | 0.6592 | |||
Total Risk Alpha | (1.92) | |||
Sortino Ratio | 0.0942 | |||
Treynor Ratio | 0.4019 | |||
Maximum Drawdown | 160.18 | |||
Value At Risk | (12.64) | |||
Potential Upside | 12.31 | |||
Downside Variance | 76.08 | |||
Semi Variance | 51.6 | |||
Expected Short fall | (9.70) | |||
Skewness | 6.21 | |||
Kurtosis | 46.03 |