China Communications Risk Adjusted Performance

CYY Stock  EUR 0.61  0.01  1.67%   
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China Communications Construction has current Risk Adjusted Performance of 0.0596.

RAP

 = 

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

RFR

 = 
0.0596
ER[a] = Expected return on investing in China Communications
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

China Communications Risk Adjusted Performance Peers Comparison

China Risk Adjusted Performance Relative To Other Indicators

China Communications Construction is rated fourth in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  290.06  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for China Communications Construction is roughly  290.06 
Compare China Communications to Peers

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