AGF Management Market Risk Adjusted Performance

A3J Stock  EUR 7.25  0.10  1.40%   
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AGF Management Limited has current Market Risk Adjusted Performance of 3.95.

MRAP

 = 

ER[a] + (1/BETA - 1)

X

ER[a] - RFR)

 = 
3.95
ER[a] = Expected return on investing in AGF Management
RFR = Risk Free Rate of return. Typically T-Bill Rate
BETA = Beta of the asset with market or selected benchmark.

AGF Management Market Risk Adjusted Performance Peers Comparison

AGF Market Risk Adjusted Performance Relative To Other Indicators

AGF Management Limited is number one stock in market risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  2.68  of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for AGF Management Limited is roughly  2.68 
Compare AGF Management to Peers

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