International Frontier Risk Adjusted Performance
IFR Stock | CAD 0.07 0.01 8.33% |
International |
| = | 0.0493 |
ER[a] | = | Expected return on investing in International Frontier |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
International Frontier Risk Adjusted Performance Peers Comparison
International Risk Adjusted Performance Relative To Other Indicators
International Frontier Resources is rated fourth overall in risk adjusted performance category among related companies. It is currently under evaluation in maximum drawdown category among related companies reporting about 1,690 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for International Frontier Resources is roughly 1,690
Risk Adjusted Performance |
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International Frontier Technical Signals
All International Frontier Technical Indicators
Cycle Indicators | ||
Math Operators | ||
Math Transform | ||
Momentum Indicators | ||
Overlap Studies | ||
Pattern Recognition | ||
Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
Risk Adjusted Performance | 0.0493 | |||
Market Risk Adjusted Performance | (40.31) | |||
Mean Deviation | 4.44 | |||
Semi Deviation | 6.01 | |||
Downside Deviation | 18.71 | |||
Coefficient Of Variation | 1394.31 | |||
Standard Deviation | 9.98 | |||
Variance | 99.55 | |||
Information Ratio | 0.0582 | |||
Jensen Alpha | 0.7078 | |||
Total Risk Alpha | (1.54) | |||
Sortino Ratio | 0.031 | |||
Treynor Ratio | (40.32) | |||
Maximum Drawdown | 83.33 | |||
Value At Risk | (10.00) | |||
Potential Upside | 16.67 | |||
Downside Variance | 350.02 | |||
Semi Variance | 36.12 | |||
Expected Short fall | (19.04) | |||
Skewness | 1.62 | |||
Kurtosis | 11.35 |