Eurocastle Investment Risk Adjusted Performance

ECT Stock  EUR 7.40  0.80  9.76%   
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Eurocastle Investment has current Risk Adjusted Performance of 0.0266.

RAP

 = 

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

RFR

 = 
0.0266
ER[a] = Expected return on investing in Eurocastle Investment
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Eurocastle Investment Risk Adjusted Performance Peers Comparison

Eurocastle Risk Adjusted Performance Relative To Other Indicators

Eurocastle Investment 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  1,462  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Eurocastle Investment is roughly  1,462 
Compare Eurocastle Investment to Peers

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