Compugen Risk Adjusted Performance

CGEN Stock  ILA 853.60  15.00  1.79%   
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Compugen has current Risk Adjusted Performance of 0.1085.

RAP

 = 

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

RFR

 = 
0.1085
ER[a] = Expected return on investing in Compugen
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Compugen Risk Adjusted Performance Peers Comparison

Compugen Risk Adjusted Performance Relative To Other Indicators

Compugen is rated third in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  192.49  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Compugen is roughly  192.49 
Compare Compugen to Peers

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