Metallurgical Risk Adjusted Performance

601618 Stock   3.43  0.03  0.88%   
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Metallurgical of has current Risk Adjusted Performance of 0.0876.

RAP

 = 

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

RFR

 = 
0.0876
ER[a] = Expected return on investing in Metallurgical
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Metallurgical Risk Adjusted Performance Peers Comparison

Metallurgical Risk Adjusted Performance Relative To Other Indicators

Metallurgical of is rated below average in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  221.09  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Metallurgical of is roughly  221.09 
Compare Metallurgical to Peers

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