Macys Risk Adjusted Performance

Macys -- USA Stock  

USD 30.50  0.04  0.13%

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Macys has current Risk Adjusted Performance of 0.2905.
Macys 
RAP 
 = 
(ER[a] - RFR) * STD[b])/STD[b] 
RFR 
 = 
0.2905
ER[a] =   Expected return on investing in Macys
RFR =   Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Risk Adjusted Performance Comparison

Macys is regarded third in risk adjusted performance category among related companies. It is rated below average in maximum drawdown category among related companies reporting about  27.53  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Macys is roughly  27.53 
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