Investis Holding Market Risk Adjusted Performance
| IREN Stock | | | CHF 149.00 1.00 0.68% |
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Investis Holding SA has current Market Risk Adjusted Performance of 3.07.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 3.07 | |
| ER[a] | = | Expected return on investing in Investis Holding |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Investis Holding Market Risk Adjusted Performance Peers Comparison
Investis Market Risk Adjusted Performance Relative To Other Indicators
Investis Holding SA is rated
second overall in market risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
0.70 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Market Risk Adjusted Performance to Maximum Drawdown for Investis Holding SA is roughly
1.42
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