Absa Group Risk Adjusted Performance

AGRPY Stock  USD 22.17  0.09  0.40%   
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Absa Group Ltd has current Risk Adjusted Performance of 0.1083.

RAP

 = 

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

RFR

 = 
0.1083
ER[a] = Expected return on investing in Absa Group
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Absa Group Risk Adjusted Performance Peers Comparison

Absa Risk Adjusted Performance Relative To Other Indicators

Absa Group Ltd is rated second in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  123.28  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Absa Group Ltd is roughly  123.28 
Compare Absa Group to Peers

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