Alleghany Risk Adjusted Performance

YDelisted Stock  USD 847.79  0.02  0%   
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Alleghany has current Risk Adjusted Performance of 0.064.

RAP

 = 

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

RFR

 = 
0.064
ER[a] = Expected return on investing in Alleghany
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Alleghany Risk Adjusted Performance Peers Comparison

Alleghany Risk Adjusted Performance Relative To Other Indicators

Alleghany is rated below average in risk adjusted performance category among related companies. It is currently under evaluation in maximum drawdown category among related companies reporting about  11.14  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Alleghany is roughly  11.14 

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