Companhia Energtica Risk Adjusted Performance

CEBR6 Preferred Stock  BRL 17.50  0.54  2.99%   
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Companhia Energtica de has current Risk Adjusted Performance of 0.0527.

RAP

 = 

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

RFR

 = 
0.0527
ER[a] = Expected return on investing in Companhia Energtica
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Companhia Energtica Risk Adjusted Performance Peers Comparison

Companhia Risk Adjusted Performance Relative To Other Indicators

Companhia Energtica de is number one stock in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  82.80  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Companhia Energtica de is roughly  82.80 
Compare Companhia Energtica to Peers

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