AUTOMOB PARTICIPACOES Risk Adjusted Performance

AMOB3 Stock   13.40  0.16  1.21%   
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AUTOMOB PARTICIPACOES SA has current Risk Adjusted Performance of 0.0449.

RAP

 = 

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

RFR

 = 
0.0449
ER[a] = Expected return on investing in AUTOMOB PARTICIPACOES
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

AUTOMOB PARTICIPACOES Risk Adjusted Performance Peers Comparison

AUTOMOB Risk Adjusted Performance Relative To Other Indicators

AUTOMOB PARTICIPACOES SA 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  375.25  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for AUTOMOB PARTICIPACOES SA is roughly  375.24 
Compare AUTOMOB PARTICIPACOES to Peers

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