Markel Risk Adjusted Performance

MKL -- USA Stock  

USD 1,147  22.94  2.04%

Markel risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Markel 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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Markel Corporation has current Risk Adjusted Performance of 0.0924.
RAP 
 = 
(ER[a] - RFR) * STD[b])/STD[b] 
RFR 
 = 
0.0924
ER[a] =   Expected return on investing in Markel
RFR =   Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Risk Adjusted Performance Comparison

Markel Corporation is regarded second in risk adjusted performance category among related companies. It is currently under evaluation in maximum drawdown category among related companies reporting about  55.60  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Markel Corporation is roughly  55.60 
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