XORTX Therapeutics Risk Adjusted Performance

XRTX Stock

USD 1.27 0.06 4.96%

XORTX Therapeutics risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for XORTX Therapeutics or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening tools

XORTX Therapeutics has current Risk Adjusted Performance of 0.0588.

RAP

(ER[a] - RFR) * STD[b])/STD[b]

RFR

0.0588

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.

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XORTX Therapeutics Risk Adjusted Performance Peers Comparison

XORTX Risk Adjusted Performance Relative To Other Indicators

XORTX Therapeutics is rated second in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 2,670 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for XORTX Therapeutics is roughly 2,670

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XORTX Therapeutics Technical Signals

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	Risk Adjusted Performance	0.0588
	Market Risk Adjusted Performance	0.5473
	Mean Deviation	7.45
	Semi Deviation	6.9
	Downside Deviation	7.87
	Coefficient Of Variation	1552.82
	Standard Deviation	18.24
	Variance	332.77
	Information Ratio	0.0569
	Jensen Alpha	0.8881
	Total Risk Alpha	(1.88)
	Sortino Ratio	0.1317
	Treynor Ratio	0.5373
	Maximum Drawdown	157.0
	Value At Risk	(11.11)
	Potential Upside	16.04
	Downside Variance	62.01
	Semi Variance	47.56
	Expected Short fall	(10.58)
	Skewness	6.19
	Kurtosis	45.56

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