JT ARCH Risk Adjusted Performance
JTINA Stock | | | 1.93 0.01 0.52% |
JT ARCH risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for JT ARCH INVESTMENTS 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
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JT ARCH INVESTMENTS has current Risk Adjusted Performance of 0.2258.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.2258 | |
JT ARCH Risk Adjusted Performance Peers Comparison
JTINA Risk Adjusted Performance Relative To Other Indicators
JT ARCH INVESTMENTS is rated
second overall in risk adjusted performance category among its peers. It is rated
fifth overall in maximum drawdown category among its peers reporting about
4.75 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for JT ARCH INVESTMENTS is roughly
4.75
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