HDFC Bank Risk Adjusted Performance

HDFCN0000  LKR 34.30  0.60  1.78%   
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HDFC Bank of has current Risk Adjusted Performance of 0.0687.

RAP

 = 

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

RFR

 = 
0.0687
ER[a] = Expected return on investing in HDFC Bank
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

HDFC Bank Risk Adjusted Performance Peers Comparison

HDFC Risk Adjusted Performance Relative To Other Indicators

HDFC Bank of 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  245.17  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for HDFC Bank of is roughly  245.17 
Compare HDFC Bank to Peers

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