Allstate Risk Adjusted Performance

ALL -- USA Stock  

USD 99.46  2.52  2.47%

Allstate risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Allstate Corporation or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening tools
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Allstate Corporation has current Risk Adjusted Performance of 0.0159.
RAP 
 = 
(ER[a] - RFR) * STD[b])/STD[b] 
RFR 
 = 
0.0159
ER[a] =   Expected return on investing in Allstate
RFR =   Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Risk Adjusted Performance Comparison

Allstate Corporation is rated fourth in risk adjusted performance category among related companies. It is rated fourth in maximum drawdown category among related companies reporting about  509.62  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Allstate Corporation is roughly  509.62 
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