Fushun Special Risk Adjusted Performance

600399 Stock   6.34  0.05  0.78%   
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Fushun Special Steel has current Risk Adjusted Performance of 0.0844.

RAP

 = 

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

RFR

 = 
0.0844
ER[a] = Expected return on investing in Fushun Special
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Fushun Special Risk Adjusted Performance Peers Comparison

Fushun Risk Adjusted Performance Relative To Other Indicators

Fushun Special Steel is rated fifth in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  224.94  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Fushun Special Steel is roughly  224.94 
Compare Fushun Special to Peers

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