Wangneng Environment Risk Adjusted Performance

002034 Stock   15.66  0.25  1.62%   
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Wangneng Environment Co has current Risk Adjusted Performance of 0.1119.

RAP

 = 

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

RFR

 = 
0.1119
ER[a] = Expected return on investing in Wangneng Environment
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Wangneng Environment Risk Adjusted Performance Peers Comparison

Wangneng Risk Adjusted Performance Relative To Other Indicators

Wangneng Environment Co is rated below average in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  134.27  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Wangneng Environment Co is roughly  134.27 
Compare Wangneng Environment to Peers

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