Shanghai Pudong Risk Adjusted Performance

600000 Stock   9.43  0.12  1.29%   
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Shanghai Pudong Development has current Risk Adjusted Performance of 0.0435.

RAP

 = 

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

RFR

 = 
0.0435
ER[a] = Expected return on investing in Shanghai Pudong
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Shanghai Pudong Risk Adjusted Performance Peers Comparison

Shanghai Risk Adjusted Performance Relative To Other Indicators

Shanghai Pudong Development 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  251.71  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Shanghai Pudong Development is roughly  251.71 
Compare Shanghai Pudong to Peers

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