China Energy Risk Adjusted Performance

601868 Stock   2.40  0.01  0.42%   
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China Energy Engineering has current Risk Adjusted Performance of 0.0694.

RAP

 = 

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

RFR

 = 
0.0694
ER[a] = Expected return on investing in China Energy
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

China Energy Risk Adjusted Performance Peers Comparison

China Risk Adjusted Performance Relative To Other Indicators

China Energy Engineering 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  226.98  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for China Energy Engineering is roughly  226.98 
Compare China Energy to Peers

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