Compass Diversified Risk Adjusted Performance

CODI Stock  USD 23.64  0.09  0.38%   
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Compass Diversified Holdings has current Risk Adjusted Performance of 0.0767.

RAP

 = 

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

RFR

 = 
0.0767
ER[a] = Expected return on investing in Compass Diversified
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Compass Diversified Risk Adjusted Performance Peers Comparison

Compass Risk Adjusted Performance Relative To Other Indicators

Compass Diversified Holdings 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  120.49  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Compass Diversified Holdings is roughly  120.49 
Compare Compass Diversified to Peers

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