Alcoa Risk Adjusted Performance

AA -- USA Stock  

USD 38.60  0.25  0.65%

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Alcoa Corporation has current Risk Adjusted Performance of 0.3882.
Alcoa 
RAP 
 = 
(ER[a] - RFR) * STD[b])/STD[b] 
RFR 
 = 
0.3882
ER[a] =   Expected return on investing in Alcoa
RFR =   Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Risk Adjusted Performance Comparison

Alcoa Corporation is rated second in risk adjusted performance category among related companies. It is rated below average in maximum drawdown category among related companies reporting about  8.24  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Alcoa Corporation is roughly  8.24 
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