Eregli Demir Risk Adjusted Performance

EREGL Stock  TRY 47.96  1.10  2.35%   
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Eregli Demir ve has current Risk Adjusted Performance of 0.0322.

RAP

 = 

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

RFR

 = 
0.0322
ER[a] = Expected return on investing in Eregli Demir
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Eregli Demir Risk Adjusted Performance Peers Comparison

Eregli Risk Adjusted Performance Relative To Other Indicators

Eregli Demir ve is rated below average in risk adjusted performance category among related companies. It is rated # 4 in maximum drawdown category among related companies reporting about  315.28  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Eregli Demir ve is roughly  315.28 
Compare Eregli Demir to Peers

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