Huaxi Securities Risk Adjusted Performance

002926 Stock   8.69  0.08  0.93%   
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Huaxi Securities Co has current Risk Adjusted Performance of 0.1196.

RAP

 = 

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

RFR

 = 
0.1196
ER[a] = Expected return on investing in Huaxi Securities
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Huaxi Securities Risk Adjusted Performance Peers Comparison

Huaxi Risk Adjusted Performance Relative To Other Indicators

Huaxi Securities Co is rated second in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  167.59  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Huaxi Securities Co is roughly  167.59 
Compare Huaxi Securities to Peers

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