Applied Materials, Risk Adjusted Performance

A1MT34 Stock  BRL 106.20  1.71  1.58%   
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Applied Materials, has current Risk Adjusted Performance of 0.0214.

RAP

 = 

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

RFR

 = 
0.0214
ER[a] = Expected return on investing in Applied Materials,
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Applied Materials, Risk Adjusted Performance Peers Comparison

Applied Risk Adjusted Performance Relative To Other Indicators

Applied Materials, 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  651.35  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Applied Materials, is roughly  651.35 
Compare Applied Materials, to Peers

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