Shenwu Energy Risk Adjusted Performance

000820 Stock   3.80  0.10  2.70%   
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Shenwu Energy Saving has current Risk Adjusted Performance of 0.1366.

RAP

 = 

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

RFR

 = 
0.1366
ER[a] = Expected return on investing in Shenwu Energy
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Shenwu Energy Risk Adjusted Performance Peers Comparison

Shenwu Risk Adjusted Performance Relative To Other Indicators

Shenwu Energy Saving is number one stock in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  145.63  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Shenwu Energy Saving is roughly  145.63 
Compare Shenwu Energy to Peers

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