Assured Guaranty Risk Adjusted Performance

DHU Stock  EUR 86.50  1.00  1.17%   
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Assured Guaranty has current Risk Adjusted Performance of 0.1092.

RAP

 = 

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

RFR

 = 
0.1092
ER[a] = Expected return on investing in Assured Guaranty
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Assured Guaranty Risk Adjusted Performance Peers Comparison

Assured Risk Adjusted Performance Relative To Other Indicators

Assured Guaranty is one of the top stocks in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  140.07  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Assured Guaranty is roughly  140.07 
Compare Assured Guaranty to Peers

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