Jiangxi Copper Risk Adjusted Performance
| JIAXF Pink Sheet | | | USD 4.71 -0.03 -0.63% |
This reference covers Risk Adjusted Performance for Jiangxi Copper, with current readings, historical data, and sector peer comparisons. Interpretation benefits from evaluating the reading alongside sector peer values and recent history.
Jiangxi Copper Volatility and
Jiangxi Copper Price History provide added context for Jiangxi Copper.
Current Risk Adjusted Performance Value
At
-0.13, Jiangxi Copper's Risk Adjusted Performance indicates slightly negative risk-adjusted return. Jiangxi Copper's return has marginally failed to compensate for the volatility experienced.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | -0.13 | |
Risk Adjusted Performance Peers Comparison
Relative to peers, Jiangxi Copper's Risk Adjusted Performance is below the group average of 0.02. Peer readings range from -0.1454 (Anhui Conch Cement) to 0.1697 (Norsk Hydro ASA), reflecting wide dispersion across the sector. Jiangxi Copper's risk-adjusted return trails the peer average, indicating less efficient compensation for the risk incurred.
Risk Adjusted Performance Relative To Other Indicators
The chart below plots Risk Adjusted Performance against Maximum Drawdown for Jiangxi Copper and its peers. Each point represents one equity — position along the horizontal axis shows Risk Adjusted Performance while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
Compare Jiangxi Copper to PeersMethodology, Assumptions & Data Sources
Jiangxi Copper has a current Risk Adjusted Performance reading of -0.13. The Risk Adjusted Performance for Jiangxi Copper is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
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