Freeport McMoRan Market Risk Adjusted Performance

FPMB Stock  EUR 38.60  0.42  1.08%   
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Freeport McMoRan has current Market Risk Adjusted Performance of 0.0254.

MRAP

 = 

ER[a] + (1/BETA - 1)

X

ER[a] - RFR)

 = 
0.0254
ER[a] = Expected return on investing in Freeport McMoRan
RFR = Risk Free Rate of return. Typically T-Bill Rate
BETA = Beta of the asset with market or selected benchmark.

Freeport McMoRan Market Risk Adjusted Performance Peers Comparison

Freeport Market Risk Adjusted Performance Relative To Other Indicators

Freeport McMoRan is rated below average in market risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  467.35  of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Freeport McMoRan is roughly  467.35 
Compare Freeport McMoRan to Peers

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