Groupe CRIT Risk Adjusted Performance

CEN Stock  EUR 62.80  0.40  0.64%   
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Groupe CRIT SA has current Risk Adjusted Performance of 0.0163.

RAP

 = 

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

RFR

 = 
0.0163
ER[a] = Expected return on investing in Groupe CRIT
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Groupe CRIT Risk Adjusted Performance Peers Comparison

Groupe Risk Adjusted Performance Relative To Other Indicators

Groupe CRIT SA is rated third in risk adjusted performance category among its peers. It is rated third in maximum drawdown category among its peers reporting about  588.85  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Groupe CRIT SA is roughly  588.85 
Compare Groupe CRIT to Peers

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