Yancoal Australia Risk Adjusted Performance

YA1 Stock   3.70  0.02  0.54%   
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Yancoal Australia has current Risk Adjusted Performance of 0.0745.

RAP

 = 

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

RFR

 = 
0.0745
ER[a] = Expected return on investing in Yancoal Australia
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Yancoal Australia Risk Adjusted Performance Peers Comparison

Yancoal Risk Adjusted Performance Relative To Other Indicators

Yancoal Australia is rated fifth in risk adjusted performance category among its peers. It is rated below average in maximum drawdown category among its peers reporting about  161.96  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Yancoal Australia is roughly  161.96 
Compare Yancoal Australia to Peers

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