Banco De Market Risk Adjusted Performance

CHILE Stock  CLP 112.00  1.00  0.88%   
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Banco de Chile has current Market Risk Adjusted Performance of 4.91.

MRAP

 = 

ER[a] + (1/BETA - 1)

X

ER[a] - RFR)

 = 
4.91
ER[a] = Expected return on investing in Banco De
RFR = Risk Free Rate of return. Typically T-Bill Rate
BETA = Beta of the asset with market or selected benchmark.

Banco De Market Risk Adjusted Performance Peers Comparison

Banco Market Risk Adjusted Performance Relative To Other Indicators

Banco de Chile is number one stock in market risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  0.74  of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Market Risk Adjusted Performance to Maximum Drawdown for Banco de Chile is roughly  1.35 
Compare Banco De to Peers

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