Algorhythm Holdings, Risk Adjusted Performance
RIME Stock | 2.38 0.06 2.46% |
Algorhythm | Build AI portfolio with Algorhythm Stock |
| = | 0.016 |
ER[a] | = | Expected return on investing in Algorhythm Holdings, |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Algorhythm Holdings, Risk Adjusted Performance Peers Comparison
Algorhythm Risk Adjusted Performance Relative To Other Indicators
Algorhythm Holdings, 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 1,918 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Algorhythm Holdings, is roughly 1,918
Risk Adjusted Performance |
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Algorhythm Holdings, Technical Signals
All Algorhythm Holdings, Technical Indicators
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Risk Adjusted Performance | 0.016 | |||
Market Risk Adjusted Performance | 0.0342 | |||
Mean Deviation | 4.06 | |||
Semi Deviation | 4.27 | |||
Downside Deviation | 4.39 | |||
Coefficient Of Variation | 12152.11 | |||
Standard Deviation | 5.64 | |||
Variance | 31.79 | |||
Information Ratio | (0.02) | |||
Jensen Alpha | (0.16) | |||
Total Risk Alpha | (0.75) | |||
Sortino Ratio | (0.02) | |||
Treynor Ratio | 0.0242 | |||
Maximum Drawdown | 30.69 | |||
Value At Risk | (6.94) | |||
Potential Upside | 10.14 | |||
Downside Variance | 19.28 | |||
Semi Variance | 18.27 | |||
Expected Short fall | (5.40) | |||
Skewness | 1.19 | |||
Kurtosis | 3.13 |