Comcast Risk Adjusted Performance

CMCSA Stock  MXN 799.50  0.50  0.06%   
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Comcast has current Risk Adjusted Performance of 0.0455.

RAP

 = 

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

RFR

 = 
0.0455
ER[a] = Expected return on investing in Comcast
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Comcast Risk Adjusted Performance Peers Comparison

Comcast Risk Adjusted Performance Relative To Other Indicators

Comcast is rated fourth in risk adjusted performance category among its peers. It is rated second in maximum drawdown category among its peers reporting about  242.01  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Comcast is roughly  242.01 
Compare Comcast to Peers

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