YG Entertainment Risk Adjusted Performance

122870 Stock   48,300  700.00  1.47%   
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YG Entertainment has current Risk Adjusted Performance of 0.1497.

RAP

 = 

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

RFR

 = 
0.1497
ER[a] = Expected return on investing in YG Entertainment
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

YG Entertainment Risk Adjusted Performance Peers Comparison

122870 Risk Adjusted Performance Relative To Other Indicators

YG Entertainment 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  82.85  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for YG Entertainment is roughly  82.85 
Compare YG Entertainment to Peers

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