SillaJen Risk Adjusted Performance

215600 Stock  KRW 3,245  20.00  0.62%   
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SillaJen has current Risk Adjusted Performance of 0.037.

RAP

 = 

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

RFR

 = 
0.037
ER[a] = Expected return on investing in SillaJen
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

SillaJen Risk Adjusted Performance Peers Comparison

SillaJen Risk Adjusted Performance Relative To Other Indicators

SillaJen is rated second in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  313.38  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for SillaJen is roughly  313.38 
Compare SillaJen to Peers

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