Icahn Enterprises Market Risk Adjusted Performance
| IEP Stock | | | USD 7.94 0.01 0.13% |
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Icahn Enterprises LP has current Market Risk Adjusted Performance of 0.0693.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.0693 | |
| ER[a] | = | Expected return on investing in Icahn Enterprises |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Icahn Enterprises Market Risk Adjusted Performance Peers Comparison
Icahn Market Risk Adjusted Performance Relative To Other Indicators
Icahn Enterprises LP is rated
below average in market risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
186.51 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Icahn Enterprises LP is roughly
186.51
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