Shandong Mining Risk Adjusted Performance

002526 Stock   2.68  0.12  4.29%   
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Shandong Mining Machinery has current Risk Adjusted Performance of 0.0787.

RAP

 = 

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

RFR

 = 
0.0787
ER[a] = Expected return on investing in Shandong Mining
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Shandong Mining Risk Adjusted Performance Peers Comparison

Shandong Risk Adjusted Performance Relative To Other Indicators

Shandong Mining Machinery 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  236.39  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Shandong Mining Machinery is roughly  236.39 
Compare Shandong Mining to Peers

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