Visium Technologies Risk Adjusted Performance
VISM Stock | USD 0.01 0.0006 12.24% |
Visium |
| = | 0.3009 |
ER[a] | = | Expected return on investing in Visium Technologies |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Visium Technologies Risk Adjusted Performance Peers Comparison
Visium Risk Adjusted Performance Relative To Other Indicators
Visium Technologies is rated first in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 553.53 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Visium Technologies is roughly 553.53
Risk Adjusted Performance |
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Visium Technologies Technical Signals
All Visium Technologies Technical Indicators
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Risk Adjusted Performance | 0.3009 | |||
Market Risk Adjusted Performance | 2.94 | |||
Mean Deviation | 13.02 | |||
Semi Deviation | 10.46 | |||
Downside Deviation | 12.8 | |||
Coefficient Of Variation | 584.91 | |||
Standard Deviation | 22.2 | |||
Variance | 492.94 | |||
Information Ratio | 0.1747 | |||
Jensen Alpha | 3.91 | |||
Total Risk Alpha | 4.99 | |||
Sortino Ratio | 0.3031 | |||
Treynor Ratio | 2.93 | |||
Maximum Drawdown | 166.56 | |||
Value At Risk | (17.50) | |||
Potential Upside | 23.33 | |||
Downside Variance | 163.72 | |||
Semi Variance | 109.47 | |||
Expected Short fall | (16.66) | |||
Skewness | 3.87 | |||
Kurtosis | 22.43 |