Advantage Solutions Risk Adjusted Performance
ADVWW Stock | USD 0.01 0 32.63% |
Advantage | Build AI portfolio with Advantage Stock |
| = | 0.0793 |
ER[a] | = | Expected return on investing in Advantage Solutions |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Advantage Solutions Risk Adjusted Performance Peers Comparison
Advantage Risk Adjusted Performance Relative To Other Indicators
Advantage Solutions 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 717.82 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Advantage Solutions is roughly 717.82
Risk Adjusted Performance |
Compare Advantage Solutions to Peers |
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Advantage Solutions Technical Signals
All Advantage Solutions Technical Indicators
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Statistic Functions | ||
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Risk Adjusted Performance | 0.0793 | |||
Market Risk Adjusted Performance | (0.25) | |||
Mean Deviation | 6.5 | |||
Semi Deviation | 8.67 | |||
Downside Deviation | 12.47 | |||
Coefficient Of Variation | 1331.43 | |||
Standard Deviation | 10.71 | |||
Variance | 114.74 | |||
Information Ratio | 0.062 | |||
Jensen Alpha | 1.19 | |||
Total Risk Alpha | (0.71) | |||
Sortino Ratio | 0.0532 | |||
Treynor Ratio | (0.26) | |||
Maximum Drawdown | 56.92 | |||
Value At Risk | (18.70) | |||
Potential Upside | 20.56 | |||
Downside Variance | 155.55 | |||
Semi Variance | 75.18 | |||
Expected Short fall | (9.38) | |||
Skewness | 0.1106 | |||
Kurtosis | 2.31 |