Xiamen ITG Risk Adjusted Performance

600755 Stock   6.63  0.05  0.75%   
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Xiamen ITG Group has current Risk Adjusted Performance of 0.1071.

RAP

 = 

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

RFR

 = 
0.1071
ER[a] = Expected return on investing in Xiamen ITG
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Xiamen ITG Risk Adjusted Performance Peers Comparison

Xiamen Risk Adjusted Performance Relative To Other Indicators

Xiamen ITG Group is rated fourth in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  166.66  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Xiamen ITG Group is roughly  166.66 
Compare Xiamen ITG to Peers

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