Changjiang Jinggong Risk Adjusted Performance

600496 Stock   3.01  0.02  0.67%   
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Changjiang Jinggong Steel has current Risk Adjusted Performance of 0.1075.

RAP

 = 

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

RFR

 = 
0.1075
ER[a] = Expected return on investing in Changjiang Jinggong
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Changjiang Jinggong Risk Adjusted Performance Peers Comparison

Changjiang Risk Adjusted Performance Relative To Other Indicators

Changjiang Jinggong Steel is rated third in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  154.26  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Changjiang Jinggong Steel is roughly  154.26 
Compare Changjiang Jinggong to Peers

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