Sumitomo Electric Risk Adjusted Performance

SMTOY Stock  USD 18.74  0.16  0.85%   
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Sumitomo Electric Industries has current Risk Adjusted Performance of 0.0871.

RAP

 = 

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

RFR

 = 
0.0871
ER[a] = Expected return on investing in Sumitomo Electric
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Sumitomo Electric Risk Adjusted Performance Peers Comparison

Sumitomo Risk Adjusted Performance Relative To Other Indicators

Sumitomo Electric Industries 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  127.45  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Sumitomo Electric Industries is roughly  127.45 
Compare Sumitomo Electric to Peers

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