Benchmark Electronics Risk Adjusted Performance
BHE Stock | USD 48.17 0.52 1.09% |
Benchmark |
| = | 0.0769 |
ER[a] | = | Expected return on investing in Benchmark Electronics |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Benchmark Electronics Risk Adjusted Performance Peers Comparison
Benchmark Risk Adjusted Performance Relative To Other Indicators
Benchmark Electronics is rated below average in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 172.64 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Benchmark Electronics is roughly 172.64
Risk Adjusted Performance |
Compare Benchmark Electronics to Peers |
Thematic Opportunities
Explore Investment Opportunities
Benchmark Electronics Technical Signals
All Benchmark Electronics 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 | 0.0769 | |||
Market Risk Adjusted Performance | 0.0991 | |||
Mean Deviation | 1.68 | |||
Semi Deviation | 1.79 | |||
Downside Deviation | 2.0 | |||
Coefficient Of Variation | 1087.39 | |||
Standard Deviation | 2.37 | |||
Variance | 5.63 | |||
Information Ratio | 0.0458 | |||
Jensen Alpha | (0.02) | |||
Total Risk Alpha | (0.10) | |||
Sortino Ratio | 0.0543 | |||
Treynor Ratio | 0.0891 | |||
Maximum Drawdown | 13.28 | |||
Value At Risk | (3.84) | |||
Potential Upside | 3.32 | |||
Downside Variance | 4.02 | |||
Semi Variance | 3.22 | |||
Expected Short fall | (1.89) | |||
Skewness | 1.2 | |||
Kurtosis | 4.65 |