Allianzim Large Unknown Indicator
| MART Etf | 38.70 0.03 0.08% |
Other 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 | 6.0E-4 | |||
| Market Risk Adjusted Performance | -0.0012 | |||
| Mean Deviation | 0.3139 | |||
| Semi Deviation | 0.4792 | |||
| Downside Deviation | 0.5217 | |||
| Coefficient Of Variation | 8940.22 | |||
| Standard Deviation | 0.4336 | |||
| Variance | 0.188 | |||
| Information Ratio | 0.1865 | |||
| Jensen Alpha | 0.0344 | |||
| Total Risk Alpha | 0.0417 | |||
| Sortino Ratio | 0.155 | |||
| Treynor Ratio | -0.01 | |||
| Maximum Drawdown | 2.29 | |||
| Value At Risk | -0.91 | |||
| Potential Upside | 0.6144 | |||
| Downside Variance | 0.2722 | |||
| Semi Variance | 0.2296 | |||
| Expected Short fall | -0.29 | |||
| Skewness | -0.30 | |||
| Kurtosis | 1.03 |