PennantPark Floating Risk Adjusted Performance
PFLT Stock | USD 10.51 0.03 0.28% |
PennantPark | Build AI portfolio with PennantPark Stock |
| = | 0.1321 |
ER[a] | = | Expected return on investing in PennantPark Floating |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
PennantPark Floating Risk Adjusted Performance Peers Comparison
PennantPark Risk Adjusted Performance Relative To Other Indicators
PennantPark Floating Rate is regarded fifth in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 35.78 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for PennantPark Floating Rate is roughly 35.78
Risk Adjusted Performance |
Compare PennantPark Floating to Peers |
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PennantPark Floating Technical Signals
All PennantPark Floating Technical Indicators
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Math Operators | ||
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Overlap Studies | ||
Pattern Recognition | ||
Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
Risk Adjusted Performance | 0.1321 | |||
Market Risk Adjusted Performance | 0.2636 | |||
Mean Deviation | 0.7477 | |||
Semi Deviation | 0.8256 | |||
Downside Deviation | 1.16 | |||
Coefficient Of Variation | 591.11 | |||
Standard Deviation | 0.9579 | |||
Variance | 0.9176 | |||
Information Ratio | (0.03) | |||
Jensen Alpha | 0.0435 | |||
Total Risk Alpha | (0.07) | |||
Sortino Ratio | (0.02) | |||
Treynor Ratio | 0.2536 | |||
Maximum Drawdown | 4.73 | |||
Value At Risk | (1.47) | |||
Potential Upside | 1.62 | |||
Downside Variance | 1.36 | |||
Semi Variance | 0.6816 | |||
Expected Short fall | (0.84) | |||
Skewness | (0.55) | |||
Kurtosis | 0.3373 |