Brown Brown Risk Adjusted Performance

BTW Stock  EUR 99.00  0.00  0.00%   
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Brown Brown has current Risk Adjusted Performance of 0.0823.

RAP

 = 

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

RFR

 = 
0.0823
ER[a] = Expected return on investing in Brown Brown
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Brown Brown Risk Adjusted Performance Peers Comparison

Brown Risk Adjusted Performance Relative To Other Indicators

Brown Brown 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  116.87  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Brown Brown is roughly  116.87 
Compare Brown Brown to Peers

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