Allstate Risk Adjusted Performance

ALL Stock  USD 202.03  1.77  0.87%   
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The Allstate has current Risk Adjusted Performance of 0.1156.

RAP

 = 

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

RFR

 = 
0.1156
ER[a] = Expected return on investing in Allstate
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Allstate Risk Adjusted Performance Peers Comparison

Allstate Risk Adjusted Performance Relative To Other Indicators

The Allstate is rated fourth in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  54.88  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for The Allstate is roughly  54.88 
Compare Allstate to Peers

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