Japan Tobacco Risk Adjusted Performance

JAPAF Stock  USD 29.02  3.26  12.66%   
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Japan Tobacco has current Risk Adjusted Performance of 0.0099.

RAP

 = 

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

RFR

 = 
0.0099
ER[a] = Expected return on investing in Japan Tobacco
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Japan Tobacco Risk Adjusted Performance Peers Comparison

Japan Risk Adjusted Performance Relative To Other Indicators

Japan Tobacco 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  1,682  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Japan Tobacco is roughly  1,682 
Compare Japan Tobacco to Peers

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