Home Depot Unknown Indicator |
| HD -- USA Stock | USD 172.21 1.66 0.95% |
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| Risk Adjusted Performance | (0.17) | ||
| Market Risk Adjusted Performance | (0.24) | ||
| Mean Deviation | 1.26 | ||
| Coefficient Of Variation | (731.16) | ||
| Standard Deviation | 1.72 | ||
| Variance | 2.94 | ||
| Information Ratio | (0.12) | ||
| Jensen Alpha | (0.20) | ||
| Total Risk Alpha | (0.19) | ||
| Treynor Ratio | (0.25) | ||
| Maximum Drawdown | 6.41 | ||
| Value At Risk | (3.54) | ||
| Potential Upside | 2.6 | ||
| Skewness | (0.46) | ||
| Kurtosis | 0.1903 |
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