Sompo Holdings Risk Adjusted Performance

NHOLF Stock  USD 21.37  0.73  3.54%   
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Sompo Holdings has current Risk Adjusted Performance of 0.1237.

RAP

 = 

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

RFR

 = 
0.1237
ER[a] = Expected return on investing in Sompo Holdings
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Sompo Holdings Risk Adjusted Performance Peers Comparison

Sompo Risk Adjusted Performance Relative To Other Indicators

Sompo Holdings 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  2,197  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Sompo Holdings is roughly  2,196 
Compare Sompo Holdings to Peers

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