QUALCOMM Incorporated Risk Adjusted Performance

QCI Stock  EUR 147.18  2.50  1.73%   
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QUALCOMM Incorporated has current Risk Adjusted Performance of 0.0042.

RAP

 = 

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

RFR

 = 
0.0042
ER[a] = Expected return on investing in QUALCOMM Incorporated
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

QUALCOMM Incorporated Risk Adjusted Performance Peers Comparison

QUALCOMM Risk Adjusted Performance Relative To Other Indicators

QUALCOMM Incorporated is rated below average in risk adjusted performance category among its peers. It is rated fifth in maximum drawdown category among its peers reporting about  2,793  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for QUALCOMM Incorporated is roughly  2,793 
Compare QUALCOMM Incorporated to Peers

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