Travelers Companies Risk Adjusted Performance

TRV Stock  USD 266.04  0.62  0.23%   
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The Travelers Companies has current Risk Adjusted Performance of 0.1308.

RAP

 = 

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

RFR

 = 
0.1308
ER[a] = Expected return on investing in Travelers Companies
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Travelers Companies Risk Adjusted Performance Peers Comparison

Travelers Risk Adjusted Performance Relative To Other Indicators

The Travelers Companies is currently regarded as top stock in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  86.47  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for The Travelers Companies is roughly  86.47 
Compare Travelers Companies to Peers

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