ESCO Technologies Risk Adjusted Performance

ESE Stock  USD 148.94  0.42  0.28%   
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ESCO Technologies has current Risk Adjusted Performance of 0.1688.

RAP

 = 

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

RFR

 = 
0.1688
ER[a] = Expected return on investing in ESCO Technologies
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

ESCO Technologies Risk Adjusted Performance Peers Comparison

ESCO Risk Adjusted Performance Relative To Other Indicators

ESCO Technologies 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  68.00  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for ESCO Technologies is roughly  68.00 
Compare ESCO Technologies to Peers

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