Structured Products Risk Adjusted Performance
KTH Stock | USD 28.65 0.15 0.53% |
Structured | Build AI portfolio with Structured Stock |
| = | 0.0253 |
ER[a] | = | Expected return on investing in Structured Products |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Structured Products Risk Adjusted Performance Peers Comparison
Structured Risk Adjusted Performance Relative To Other Indicators
Structured Products Corp is rated fourth overall in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 285.63 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Structured Products Corp is roughly 285.63
Risk Adjusted Performance |
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Structured Products Technical Signals
All Structured Products Technical Indicators
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Statistic Functions | ||
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Volume Indicators |
Risk Adjusted Performance | 0.0253 | |||
Market Risk Adjusted Performance | (0.45) | |||
Mean Deviation | 0.4585 | |||
Semi Deviation | 0.7029 | |||
Downside Deviation | 0.9361 | |||
Coefficient Of Variation | 3128.13 | |||
Standard Deviation | 0.8202 | |||
Variance | 0.6727 | |||
Information Ratio | (0.22) | |||
Jensen Alpha | 0.0233 | |||
Total Risk Alpha | (0.19) | |||
Sortino Ratio | (0.20) | |||
Treynor Ratio | (0.46) | |||
Maximum Drawdown | 7.23 | |||
Value At Risk | (0.97) | |||
Potential Upside | 1.24 | |||
Downside Variance | 0.8762 | |||
Semi Variance | 0.4941 | |||
Expected Short fall | (0.57) | |||
Skewness | 0.492 | |||
Kurtosis | 10.53 |