CIMB Group Market Risk Adjusted Performance
| CIMDF Stock | | | USD 2.20 0.26 13.40% |
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CIMB Group Holdings has current Market Risk Adjusted Performance of 0.7644.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.7644 | |
| ER[a] | = | Expected return on investing in CIMB Group |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
CIMB Group Market Risk Adjusted Performance Peers Comparison
CIMB Market Risk Adjusted Performance Relative To Other Indicators
CIMB Group Holdings is rated
fourth in market risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
122.86 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for CIMB Group Holdings is roughly
122.86
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