International Business Risk Adjusted Performance

IBM Stock  EUR 220.25  1.95  0.88%   
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International Business Machines has current Risk Adjusted Performance of 0.1173.

RAP

 = 

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

RFR

 = 
0.1173
ER[a] = Expected return on investing in International Business
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

International Business Risk Adjusted Performance Peers Comparison

International Risk Adjusted Performance Relative To Other Indicators

International Business Machines is rated second overall in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  75.50  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for International Business Machines is roughly  75.50 
Compare International Business to Peers

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