Bank of Nanjing Risk Adjusted Performance

601009 Stock   10.47  0.04  0.38%   
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Bank of Nanjing has current Risk Adjusted Performance of 0.0656.

RAP

 = 

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

RFR

 = 
0.0656
ER[a] = Expected return on investing in Bank of Nanjing
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Bank of Nanjing Risk Adjusted Performance Peers Comparison

Bank Risk Adjusted Performance Relative To Other Indicators

Bank of Nanjing 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  213.75  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Bank of Nanjing is roughly  213.75 
Compare Bank of Nanjing to Peers

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