Modern Internasional Risk Adjusted Performance

MDRN Stock  IDR 7.00  1.00  12.50%   
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Modern Internasional Tbk has current Risk Adjusted Performance of 0.0433.

RAP

 = 

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

RFR

 = 
0.0433
ER[a] = Expected return on investing in Modern Internasional
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Modern Internasional Risk Adjusted Performance Peers Comparison

Modern Risk Adjusted Performance Relative To Other Indicators

Modern Internasional Tbk is regarded second in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  714.84  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Modern Internasional Tbk is roughly  714.84 
Compare Modern Internasional to Peers

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