Fibra Mty Risk Adjusted Performance

FMTY14 Stock  MXN 10.16  0.01  0.1%   
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Fibra Mty SAPI has current Risk Adjusted Performance of 0.0148.

RAP

 = 

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

RFR

 = 
0.0148
ER[a] = Expected return on investing in Fibra Mty
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Fibra Mty Risk Adjusted Performance Peers Comparison

Fibra Risk Adjusted Performance Relative To Other Indicators

Fibra Mty SAPI is rated # 4 in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  648.82  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Fibra Mty SAPI is roughly  648.82 
Compare Fibra Mty to Peers

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