Embraer SA Risk Adjusted Performance

EMBR3 Stock  BRL 56.25  1.81  3.32%   
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Embraer SA has current Risk Adjusted Performance of 0.1274.

RAP

 = 

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

RFR

 = 
0.1274
ER[a] = Expected return on investing in Embraer SA
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Embraer SA Risk Adjusted Performance Peers Comparison

Embraer Risk Adjusted Performance Relative To Other Indicators

Embraer SA is rated # 2 in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  87.05  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Embraer SA is roughly  87.05 
Compare Embraer SA to Peers

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