Brooks Automation Risk Adjusted Performance

BA3 Stock  EUR 24.80  1.00  4.20%   
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Brooks Automation has current Risk Adjusted Performance of 0.0024.

RAP

 = 

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

RFR

 = 
0.0024
ER[a] = Expected return on investing in Brooks Automation
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Brooks Automation Risk Adjusted Performance Peers Comparison

Brooks Risk Adjusted Performance Relative To Other Indicators

Brooks Automation 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  16,773  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Brooks Automation is roughly  16,773 
Compare Brooks Automation to Peers

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