Fennec Pharmaceuticals Unknown Indicator

Reference Data . Stocks . USA . 
Stock . Fennec Pharmaceuticals
FENC Stock  USD 7.46  -0.01  -0.13%   
Observed values used to calculate the Expected Shortfall technical indicator for Fennec Pharmaceuticals. Technical inputs may vary across markets and data providers.
Fennec Pharmaceuticals has current Expected Shortfall of 0.
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Risk Adjusted Performance0.0155
Market Risk Adjusted Performance0.0281
Mean Deviation2.02
Semi Deviation2.44
Downside Deviation2.52
Coefficient Of Variation9233.67
Standard Deviation2.53
Variance6.39
Information Ratio0.0409
Jensen Alpha0.0999
Total Risk Alpha0.2908
Sortino Ratio0.041
Treynor Ratio0.0181
Maximum Drawdown10.44
Value At Risk-4.27
Potential Upside4.19
Downside Variance6.35
Semi Variance5.94
Expected Short fall-2.11
Skewness0.116
Kurtosis-0.46
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