Alcoa Risk Adjusted Performance

AA -- USA Stock  

USD 45.27  0.29  0.64%

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Alcoa Corporation has current Risk Adjusted Performance of 0.01.
Alcoa 
RAP 
 = 
(ER[a] - RFR) * STD[b])/STD[b] 
RFR 
 = 
0.01
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 below average in risk adjusted performance category among related companies. It is rated second in maximum drawdown category among related companies reporting about  811.12  of Maximum Drawdown per Risk Adjusted Performance.
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