Maj Invest Risk Adjusted Performance

MAJDKO Fund  DKK 101.45  0.15  0.15%   
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Maj Invest has current Risk Adjusted Performance of 0.0825.

RAP

 = 

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

RFR

 = 
0.0825
ER[a] = Expected return on investing in Maj Invest
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Maj Invest Risk Adjusted Performance Peers Comparison

Maj Risk Adjusted Performance Relative To Other Indicators

Maj Invest is regarded fifth largest fund in risk adjusted performance among similar funds. It is rated below average in maximum drawdown among similar funds reporting about  11.25  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Maj Invest is roughly  11.25 
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