NMI Holdings Risk Adjusted Performance

6NM Stock  EUR 30.00  0.40  1.32%   
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NMI Holdings has current Risk Adjusted Performance of 0.0796.

RAP

 = 

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

RFR

 = 
0.0796
ER[a] = Expected return on investing in NMI Holdings
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

NMI Holdings Risk Adjusted Performance Peers Comparison

NMI Risk Adjusted Performance Relative To Other Indicators

NMI Holdings is rated fifth in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  92.06  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for NMI Holdings is roughly  92.06 
Compare NMI Holdings to Peers

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