Groupama Entreprises Risk Adjusted Performance

0P00001S8S  EUR 594.01  0.03  0.01%   
Groupama Entreprises risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Groupama Entreprises N or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening tools
  
Groupama Entreprises N has current Risk Adjusted Performance of 0.1533.

RAP

 = 

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

RFR

 = 
0.1533
ER[a] = Expected return on investing in Groupama Entreprises
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Groupama Entreprises Risk Adjusted Performance Peers Comparison

Groupama Risk Adjusted Performance Relative To Other Indicators

Groupama Entreprises N is second largest fund in risk adjusted performance among similar funds. It is fourth largest fund in maximum drawdown among similar funds reporting about  0.28  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Risk Adjusted Performance to Maximum Drawdown for Groupama Entreprises N is roughly  3.62 
Compare Groupama Entreprises to Peers

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