Tae Kwang Risk Adjusted Performance

023160 Stock  KRW 18,210  150.00  0.83%   
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Tae Kwang has current Risk Adjusted Performance of 0.1298.

RAP

 = 

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

RFR

 = 
0.1298
ER[a] = Expected return on investing in Tae Kwang
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Tae Kwang Risk Adjusted Performance Peers Comparison

Tae Risk Adjusted Performance Relative To Other Indicators

Tae Kwang 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  123.91  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Tae Kwang is roughly  123.91 
Compare Tae Kwang to Peers

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