Western Securities Risk Adjusted Performance

002673 Stock   8.68  0.05  0.57%   
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Western Securities Co has current Risk Adjusted Performance of 0.1098.

RAP

 = 

(ER[a] - RFR) * STD[b])/STD[b]

RFR

 = 
0.1098
ER[a] = Expected return on investing in Western Securities
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Western Securities Risk Adjusted Performance Peers Comparison

Western Risk Adjusted Performance Relative To Other Indicators

Western Securities Co is rated fifth in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  183.01  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Western Securities Co is roughly  183.01 
Compare Western Securities to Peers

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