American Express Risk Adjusted Performance

AXPB34 Stock  BRL 185.79  3.00  1.64%   
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American Express has current Risk Adjusted Performance of 0.1446.

RAP

 = 

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

RFR

 = 
0.1446
ER[a] = Expected return on investing in American Express
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

American Express Risk Adjusted Performance Peers Comparison

American Risk Adjusted Performance Relative To Other Indicators

American Express is rated fourth in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  94.28  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for American Express is roughly  94.28 
Compare American Express to Peers

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