Taiwan Fu Risk Adjusted Performance

9924 Stock  TWD 54.00  0.20  0.37%   
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Taiwan Fu Hsing has current Risk Adjusted Performance of 0.0078.

RAP

 = 

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

RFR

 = 
0.0078
ER[a] = Expected return on investing in Taiwan Fu
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Taiwan Fu Risk Adjusted Performance Peers Comparison

Taiwan Risk Adjusted Performance Relative To Other Indicators

Taiwan Fu Hsing 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  1,980  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Taiwan Fu Hsing is roughly  1,980 
Compare Taiwan Fu to Peers

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