Panoramic Resources Risk Adjusted Performance
PANRF Stock | USD 0.09 0.01 10.00% |
Panoramic |
| = | 0.0983 |
ER[a] | = | Expected return on investing in Panoramic Resources |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Panoramic Resources Risk Adjusted Performance Peers Comparison
Panoramic Risk Adjusted Performance Relative To Other Indicators
Panoramic Resources Limited is regarded second in risk adjusted performance category among related companies. It is currently under evaluation in maximum drawdown category among related companies reporting about 9,257 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Panoramic Resources Limited is roughly 9,257
Risk Adjusted Performance |
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Panoramic Resources Technical Signals
All Panoramic Resources Technical Indicators
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Statistic Functions | ||
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Volume Indicators |
Risk Adjusted Performance | 0.0983 | |||
Market Risk Adjusted Performance | 0.7639 | |||
Mean Deviation | 42.08 | |||
Semi Deviation | 15.09 | |||
Downside Deviation | 53.93 | |||
Coefficient Of Variation | 628.41 | |||
Standard Deviation | 116.48 | |||
Variance | 13567.22 | |||
Information Ratio | 0.158 | |||
Jensen Alpha | 15.47 | |||
Total Risk Alpha | (7.53) | |||
Sortino Ratio | 0.3412 | |||
Treynor Ratio | 0.7539 | |||
Maximum Drawdown | 910.0 | |||
Value At Risk | (50.00) | |||
Potential Upside | 100.0 | |||
Downside Variance | 2908.89 | |||
Semi Variance | 227.67 | |||
Expected Short fall | (250.00) | |||
Skewness | 6.93 | |||
Kurtosis | 52.32 |