Foreign Trade Risk Adjusted Performance

BLX Stock  USD 33.37  0.04  0.12%   
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Foreign Trade Bank has current Risk Adjusted Performance of 0.0956.

RAP

 = 

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

RFR

 = 
0.0956
ER[a] = Expected return on investing in Foreign Trade
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Foreign Trade Risk Adjusted Performance Peers Comparison

Foreign Risk Adjusted Performance Relative To Other Indicators

Foreign Trade Bank 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  84.47  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Foreign Trade Bank is roughly  84.47 
Compare Foreign Trade to Peers

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