Advantest Risk Adjusted Performance

ADTTF Stock  USD 62.50  0.00  0.00%   
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Advantest has current Risk Adjusted Performance of 0.1584.

RAP

 = 

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

RFR

 = 
0.1584
ER[a] = Expected return on investing in Advantest
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Advantest Risk Adjusted Performance Peers Comparison

Advantest Risk Adjusted Performance Relative To Other Indicators

Advantest is number one stock in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  99.45  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Advantest is roughly  99.45 
Compare Advantest to Peers

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