San Fu Market Risk Adjusted Performance

4755 Stock  TWD 132.50  3.50  2.57%   
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San Fu Chemical has current Market Risk Adjusted Performance of 0.5978.

MRAP

 = 

ER[a] + (1/BETA - 1)

X

ER[a] - RFR)

 = 
0.5978
ER[a] = Expected return on investing in San Fu
RFR = Risk Free Rate of return. Typically T-Bill Rate
BETA = Beta of the asset with market or selected benchmark.

San Fu Market Risk Adjusted Performance Peers Comparison

San Market Risk Adjusted Performance Relative To Other Indicators

San Fu Chemical is rated fourth in market risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  21.95  of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for San Fu Chemical is roughly  21.95 
Compare San Fu to Peers

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