Dream Security Risk Adjusted Performance

203650 Stock  KRW 3,120  30.00  0.95%   
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Dream Security co has current Risk Adjusted Performance of 0.0961.

RAP

 = 

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

RFR

 = 
0.0961
ER[a] = Expected return on investing in Dream Security
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Dream Security Risk Adjusted Performance Peers Comparison

Dream Risk Adjusted Performance Relative To Other Indicators

Dream Security co is rated second in risk adjusted performance category among its peers. It is rated fifth in maximum drawdown category among its peers reporting about  132.68  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Dream Security co is roughly  132.68 
Compare Dream Security to Peers

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