China Bills Risk Adjusted Performance

2820 Stock  TWD 15.25  0.05  0.33%   
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China Bills Finance has current Risk Adjusted Performance of 0.0631.

RAP

 = 

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

RFR

 = 
0.0631
ER[a] = Expected return on investing in China Bills
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

China Bills Risk Adjusted Performance Peers Comparison

China Risk Adjusted Performance Relative To Other Indicators

China Bills Finance is rated third in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  31.28  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for China Bills Finance is roughly  31.28 
Compare China Bills to Peers

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