Illinois Tool Risk Adjusted Performance

ILT Stock  EUR 250.00  0.80  0.32%   
Illinois Tool risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Illinois Tool Works or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening tools
  
Illinois Tool Works has current Risk Adjusted Performance of 0.1267.

RAP

 = 

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

RFR

 = 
0.1267
ER[a] = Expected return on investing in Illinois Tool
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Illinois Tool Risk Adjusted Performance Peers Comparison

Illinois Risk Adjusted Performance Relative To Other Indicators

Illinois Tool Works is rated fourth overall in risk adjusted performance category among its peers. It is rated below average in maximum drawdown category among its peers reporting about  34.60  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Illinois Tool Works is roughly  34.60 
Compare Illinois Tool to Peers

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