ITT Risk Adjusted Performance

ITT Stock  USD 158.38  2.92  1.88%   
ITT risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for ITT Inc or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening tools
  
ITT Inc has current Risk Adjusted Performance of 0.1281.

RAP

 = 

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

RFR

 = 
0.1281
ER[a] = Expected return on investing in ITT
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

ITT Risk Adjusted Performance Peers Comparison

ITT Risk Adjusted Performance Relative To Other Indicators

ITT Inc is rated third overall in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  70.75  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for ITT Inc is roughly  70.75 
Compare ITT to Peers

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