Structured Products Risk Adjusted Performance

KTH Stock  USD 28.92  0.46  1.57%   
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Structured Products Corp has current Risk Adjusted Performance of 0.0104.

RAP

 = 

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

RFR

 = 
0.0104
ER[a] = Expected return on investing in Structured Products
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Structured Products Risk Adjusted Performance Peers Comparison

-0.06540.01040.02220.03890.0386100%

Structured Risk Adjusted Performance Relative To Other Indicators

Structured Products Corp is rated below average in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  374.69  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Structured Products Corp is roughly  374.69 
JavaScript chart by amCharts 3.21.15GJSGJTGJHJBKKTNKTH 024681012 -0.04-0.0200.020.040.06
Compare Structured Products to Peers

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