CMC Corp Risk Adjusted Performance

CMG Stock   55,900  900.00  1.64%   
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CMC Corp has current Risk Adjusted Performance of 0.0484.

RAP

 = 

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

RFR

 = 
0.0484
ER[a] = Expected return on investing in CMC Corp
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

CMC Corp Risk Adjusted Performance Peers Comparison

CMC Risk Adjusted Performance Relative To Other Indicators

CMC Corp 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  285.59  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for CMC Corp is roughly  285.59 
Compare CMC Corp to Peers

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