Weichai Heavy Risk Adjusted Performance

000880 Stock   13.02  1.18  9.97%   
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Weichai Heavy Machinery has current Risk Adjusted Performance of 0.0857.

RAP

 = 

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

RFR

 = 
0.0857
ER[a] = Expected return on investing in Weichai Heavy
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Weichai Heavy Risk Adjusted Performance Peers Comparison

Weichai Risk Adjusted Performance Relative To Other Indicators

Weichai Heavy Machinery is rated second in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  233.61  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Weichai Heavy Machinery is roughly  233.61 
Compare Weichai Heavy to Peers

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