Christian Dior Risk Adjusted Performance

DIO Stock  EUR 581.00  0.50  0.09%   
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Christian Dior SE has current Risk Adjusted Performance of 0.0256.

RAP

 = 

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

RFR

 = 
0.0256
ER[a] = Expected return on investing in Christian Dior
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Christian Dior Risk Adjusted Performance Peers Comparison

Christian Risk Adjusted Performance Relative To Other Indicators

Christian Dior SE is rated below average in risk adjusted performance category among its peers. It is rated below average in maximum drawdown category among its peers reporting about  568.48  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Christian Dior SE is roughly  568.48 
Compare Christian Dior to Peers

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