Brookfield Investments Risk Adjusted Performance

BRN-PA Stock  CAD 25.00  0.13  0.52%   
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Brookfield Investments has current Risk Adjusted Performance of 0.0093.

RAP

 = 

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

RFR

 = 
0.0093
ER[a] = Expected return on investing in Brookfield Investments
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Brookfield Investments Risk Adjusted Performance Peers Comparison

Brookfield Risk Adjusted Performance Relative To Other Indicators

Brookfield Investments 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  314.49  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Brookfield Investments is roughly  314.49 
Compare Brookfield Investments to Peers

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