Bank of Chengdu Risk Adjusted Performance

601838 Stock   16.69  0.30  1.83%   
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Bank of Chengdu has current Risk Adjusted Performance of 0.0536.

RAP

 = 

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

RFR

 = 
0.0536
ER[a] = Expected return on investing in Bank of Chengdu
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Bank of Chengdu Risk Adjusted Performance Peers Comparison

Bank Risk Adjusted Performance Relative To Other Indicators

Bank of Chengdu 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  97.81  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Bank of Chengdu is roughly  97.81 
Compare Bank of Chengdu to Peers

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