Lancashire Holdings Market Risk Adjusted Performance

LNH Stock  EUR 8.15  0.04  0.49%   
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Lancashire Holdings Limited has current Market Risk Adjusted Performance of 0.1743.

MRAP

 = 

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

X

ER[a] - RFR)

 = 
0.1743
ER[a] = Expected return on investing in Lancashire Holdings
RFR = Risk Free Rate of return. Typically T-Bill Rate
BETA = Beta of the asset with market or selected benchmark.

Lancashire Holdings Market Risk Adjusted Performance Peers Comparison

Lancashire Market Risk Adjusted Performance Relative To Other Indicators

Lancashire Holdings Limited is rated third overall in market risk adjusted performance category among its peers. It is currently regarded as number one stock in maximum drawdown category among its peers reporting about  78.92  of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Lancashire Holdings Limited is roughly  78.92 
Compare Lancashire Holdings to Peers

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