American Airlines Group has current Risk Adjusted Performance of 0.035.
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|ER[a]||=||Expected return on investing in American Airlines|
|RFR||=||Risk Free Rate of return. Typically T-Bill Rate|
|STD[b]||=||Standard Deviation of selected market or benchmark.|
Risk Adjusted Performance Comparison
American Airlines Group is rated fifth in risk adjusted performance category among related companies. It is rated fifth in maximum drawdown category among related companies reporting about 451.82 of Maximum Drawdown per Risk Adjusted Performance.
|Risk Adjusted Performance|
|Compare American Airlines to competition|
|Risk Adjusted Performance||0.035|
|Market Risk Adjusted Performance||0.0522|
|Coefficient Of Variation||4560.32|
|Total Risk Alpha||0.471|
|Value At Risk||(6.30)|
|Expected Short fall||(2.17)|