Donegal Investment Risk Adjusted Performance

DQ7A Stock   16.50  0.10  0.60%   
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Donegal Investment Group has current Risk Adjusted Performance of 0.1017.

RAP

 = 

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

RFR

 = 
0.1017
ER[a] = Expected return on investing in Donegal Investment
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Donegal Investment Risk Adjusted Performance Peers Comparison

-0.07820.10170.0230.13470.0219100%

Donegal Risk Adjusted Performance Relative To Other Indicators

Donegal Investment Group is rated # 3 in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  32,477  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Donegal Investment Group is roughly  32,477 
JavaScript chart by amCharts 3.21.15BIRGRYADLEC5H8GWDQ7A 05001K1.5K2K2.5K3K3.5K -0.10-0.0500.050.100.150.200.25
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