Truist Financial Risk Adjusted Performance
TFC-PO Preferred Stock | USD 23.03 0.32 1.37% |
Truist |
| = | 0.0702 |
ER[a] | = | Expected return on investing in Truist Financial |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Truist Financial Risk Adjusted Performance Peers Comparison
Truist Risk Adjusted Performance Relative To Other Indicators
Truist Financial is rated third in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 49.00 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Truist Financial is roughly 49.00
Risk Adjusted Performance |
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Truist Financial Technical Signals
All Truist Financial Technical Indicators
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Statistic Functions | ||
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Volume Indicators |
Risk Adjusted Performance | 0.0702 | |||
Market Risk Adjusted Performance | 1.25 | |||
Mean Deviation | 0.68 | |||
Semi Deviation | 0.6948 | |||
Downside Deviation | 0.796 | |||
Coefficient Of Variation | 1093.89 | |||
Standard Deviation | 0.8134 | |||
Variance | 0.6615 | |||
Information Ratio | (0.13) | |||
Jensen Alpha | 0.0557 | |||
Total Risk Alpha | (0.11) | |||
Sortino Ratio | (0.13) | |||
Treynor Ratio | 1.24 | |||
Maximum Drawdown | 3.44 | |||
Value At Risk | (1.14) | |||
Potential Upside | 1.22 | |||
Downside Variance | 0.6336 | |||
Semi Variance | 0.4827 | |||
Expected Short fall | (0.73) | |||
Skewness | (0.11) | |||
Kurtosis | (0.70) |