Kasikornbank Public Risk Adjusted Performance

KBANK-R Stock  THB 149.50  0.50  0.34%   
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Kasikornbank Public has current Risk Adjusted Performance of 0.0806.

RAP

 = 

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

RFR

 = 
0.0806
ER[a] = Expected return on investing in Kasikornbank Public
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Kasikornbank Public Risk Adjusted Performance Peers Comparison

Kasikornbank Risk Adjusted Performance Relative To Other Indicators

Kasikornbank Public is rated fourth overall in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  87.07  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Kasikornbank Public is roughly  87.07 
Compare Kasikornbank Public to Peers

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