Freddie Mac Risk Adjusted Performance

0IKZ Stock   3.41  0.29  9.29%   
Freddie Mac risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Freddie Mac or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening tools
  
Freddie Mac has current Risk Adjusted Performance of 0.2091.

RAP

 = 

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

RFR

 = 
0.2091
ER[a] = Expected return on investing in Freddie Mac
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Freddie Mac Risk Adjusted Performance Peers Comparison

Freddie Risk Adjusted Performance Relative To Other Indicators

Freddie Mac 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  191.19  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Freddie Mac is roughly  191.19 
Compare Freddie Mac to Peers

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