Adidas AG Risk Adjusted Performance

ADS1 Stock  EUR 117.00  1.00  0.85%   
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adidas AG has current Risk Adjusted Performance of 0.0457.

RAP

 = 

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

RFR

 = 
0.0457
ER[a] = Expected return on investing in Adidas AG
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Adidas AG Risk Adjusted Performance Peers Comparison

Adidas Risk Adjusted Performance Relative To Other Indicators

adidas AG is rated below average in risk adjusted performance category among its peers. It is rated second in maximum drawdown category among its peers reporting about  251.37  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for adidas AG is roughly  251.37 
Compare Adidas AG to Peers

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